A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle for linear quadratic problem with nonconvex control domain |
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A stochastic maximum principle for linear quadratic problem with nonconvex control domain (English)
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18 December 2019
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stochastic maximum principle
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stochastic linear quadratic problem
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convex perturbation
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backward stochastic differential equation
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