A Maximum Principle for Infinite Horizon Delay Equations (Q2855137)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Maximum Principle for Infinite Horizon Delay Equations |
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A Maximum Principle for Infinite Horizon Delay Equations (English)
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24 October 2013
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infinite horizon
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optimal control
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stochastic delay equation
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Lévy processes
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maximum principle
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Hamiltonian
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adjoint process
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partial information
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