Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689)
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scientific article; zbMATH DE number 7608410
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| English | Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations |
scientific article; zbMATH DE number 7608410 |
Statements
Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (English)
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27 October 2022
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stochastic path-dependent Hamilton-Jacobi equation
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stochastic optimal control
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viscosity solution
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backward stochastic partial differential equation
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0.8607704639434814
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0.8366560935974121
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0.8259121775627136
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0.8078253865242004
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0.8049384355545044
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