Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay (Q2515877)

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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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