Backward stochastic differential equations and applications to optimal control (Q2366091)
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scientific article; zbMATH DE number 223244
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| English | Backward stochastic differential equations and applications to optimal control |
scientific article; zbMATH DE number 223244 |
Statements
Backward stochastic differential equations and applications to optimal control (English)
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29 June 1993
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stochastic maximum principle
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existence and uniqueness
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stochastic differential equation
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matrix Riccati equation
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0.8713489770889282
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0.8657482862472534
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0.8536526560783386
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