Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633)

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Necessary condition for near optimal control of linear forward–backward stochastic differential equations
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    Necessary condition for near optimal control of linear forward–backward stochastic differential equations (English)
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    5 April 2016
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    near optimal control
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    forward-backward stochastic differential equations
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    adjoint equations
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    Ekeland's principle
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