Stochastic global maximum principle for optimization with recursive utilities (Q2296089)
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scientific article
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| English | Stochastic global maximum principle for optimization with recursive utilities |
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Stochastic global maximum principle for optimization with recursive utilities (English)
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17 February 2020
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backward stochastic differential equations
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recursive stochastic optimal control
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maximum principle
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variational equation
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0.9265728
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0.9192569
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0.9166151
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0.9104763
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0.8939531
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0.89357674
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