The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788)
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| Language | Label | Description | Also known as |
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| English | The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk |
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The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (English)
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15 April 2008
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backward stochastic differential equation
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perturbation method
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Ekeland's variational principle
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dynamic measure of risk
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