Partially observed time-inconsistency recursive optimization problem and application (Q2247911)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partially observed time-inconsistency recursive optimization problem and application |
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Partially observed time-inconsistency recursive optimization problem and application (English)
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30 June 2014
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stochastic differential equations
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maximum principle
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recursive optimization
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time-inconsistency
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equilibrium control
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Kalman-Bucy filtering
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insurance premium policy
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