A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint |
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A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (English)
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19 June 2018
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maximum principle
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reflected backward stochastic differential equations
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recursive optimal control problems
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mixed control problems
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Clarke's generalized gradient
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