A maximum principle for partial information backward stochastic control problems with applications (Q3581014)
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scientific article; zbMATH DE number 5770760
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| English | A maximum principle for partial information backward stochastic control problems with applications |
scientific article; zbMATH DE number 5770760 |
Statements
A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications (English)
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16 August 2010
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backward stochastic differential equation
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stochastic filtering
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linear-quadratic control
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maximum principle
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partial information
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pension fund
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0.8726879358291626
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0.8722857236862183
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0.8610933423042297
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0.8593010306358337
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