Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804)
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scientific article; zbMATH DE number 7046286
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English | Stochastic maximum principle for delayed backward doubly stochastic control systems |
scientific article; zbMATH DE number 7046286 |
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Stochastic maximum principle for delayed backward doubly stochastic control systems (English)
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23 April 2019
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stochastic maximum principle
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doubly stochastic differential equation
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time delay
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optimal control
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