A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A global maximum principle for stochastic optimal control problems with delay and applications |
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A global maximum principle for stochastic optimal control problems with delay and applications (English)
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10 November 2021
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stochastic optimal control
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stochastic differential delay equations
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anticipated backward stochastic differential equation
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maximum principle
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linear-quadratic control
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