Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681)
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scientific article
| Language | Label | Description | Also known as |
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| English | Near-optimality conditions in stochastic control of linear fully coupled FBSDEs |
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Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (English)
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17 January 2018
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fully coupled forward-backward stochastic differential equations
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stochastic control
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maximum principle
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adjoint equation
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Ekeland's variational principal
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