Optimal control of SDEs with expected path constraints and related constrained FBSDEs (Q2096195)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of SDEs with expected path constraints and related constrained FBSDEs |
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Optimal control of SDEs with expected path constraints and related constrained FBSDEs (English)
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16 November 2022
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optimal stochastic control
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stochastic maximum principle
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expected path constraint
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reflected FBSDE
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