The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients |
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The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (English)
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15 July 2022
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backward stochastic differential equations
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optimal stochastic control
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maximum principle
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spike variation technique
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locally Lipschitz coefficients
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