A modified MSA for stochastic control problems (Q2234329)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modified MSA for stochastic control problems |
scientific article |
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A modified MSA for stochastic control problems (English)
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19 October 2021
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stochastic control
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Pontryagin optimality
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backward stochastic differential equation
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