Maximum principle for forward–backward SDEs with a general cost functional (Q5348350)
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scientific article; zbMATH DE number 6760442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for forward–backward SDEs with a general cost functional |
scientific article; zbMATH DE number 6760442 |
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Maximum principle for forward–backward SDEs with a general cost functional (English)
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15 August 2017
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forward-backward SDEs
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maximum principle
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optimal control
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