Near-optimal control for stochastic recursive problems (Q2430960)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-optimal control for stochastic recursive problems |
scientific article |
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Near-optimal control for stochastic recursive problems (English)
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8 April 2011
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backward stochastic differential equation
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Ekeland's principle
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near-optimal
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necessary condition
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sufficient condition
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