An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521)

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An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations
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    An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (English)
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    27 November 2018
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    stochastic linear quadratic problem
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    stochastic differential delayed equations
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    forward-backward stochastic differential equations
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    Hamiltonian system
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