A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems |
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A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (English)
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14 November 2019
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second-order maximum principle
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adjoint equation
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delay
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recursive utility
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Taylor expansion
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