Stochastic controls of backward systems (Q3103216)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic controls of backward systems |
scientific article |
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Stochastic controls of backward systems (English)
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26 November 2011
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backward stochastic differential equation
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optimal control
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maximum principle
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adjoint equation
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variational inequality
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variational principle
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