Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-Order Necessary Conditions for Stochastic Optimal Control Problems |
scientific article |
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Second-Order Necessary Conditions for Stochastic Optimal Control Problems (English)
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13 February 2018
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stochastic optimal control
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Malliavin calculus
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pointwise second-order necessary condition
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variational equation
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adjoint equation
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