Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay (Q2515877)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay |
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Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay (English)
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7 August 2015
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optimal control
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SDEs with delay
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time-advanced backward stochastic differential equations
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stochastic variational inequalities
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