Partially observed optimal controls of forward-backward doubly stochastic systems (Q2842255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partially observed optimal controls of forward-backward doubly stochastic systems |
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Partially observed optimal controls of forward-backward doubly stochastic systems (English)
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13 August 2013
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forward-backward doubly stochastic system
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partially observed optimal control
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maximum principle
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adjoint equation
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finite-dimensional spaces
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