Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223)
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scientific article; zbMATH DE number 5981294
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| English | Optimality conditions of controlled backward doubly stochastic differential equations |
scientific article; zbMATH DE number 5981294 |
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Optimality conditions of controlled backward doubly stochastic differential equations (English)
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26 November 2011
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backward doubly stochastic differential equations
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stochastic maximum principle
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optimal control
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adjoint equation
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variational inequality
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optimization principle
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0.9209569096565248
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0.9122738242149352
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0.9020497798919678
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0.8996034860610962
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0.8834773302078247
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