Maximum Principle for Backward Doubly Stochastic Control Systems with Applications (Q3083219)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Principle for Backward Doubly Stochastic Control Systems with Applications |
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Maximum Principle for Backward Doubly Stochastic Control Systems with Applications (English)
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21 March 2011
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stochastic maximum principle
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optimal control
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stochastic Hamiltonian systems
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backward Itô's integral
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linear quadratic problem
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