Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation |
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Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (English)
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29 March 2016
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advanced stochastic differential equation
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backward delayed system
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backward stochastic differential equation
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maximum principle
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stochastic recursive control
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