Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations (Q3083237)
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scientific article
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| English | Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations |
scientific article |
Statements
Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations (English)
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21 March 2011
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stochastic delay differential equations
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backward stochastic differential equations
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quadratic variation
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optimal stochastic control
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0.8351288437843323
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0.8326112627983093
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0.8278490900993347
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0.8269248008728027
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