Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622)
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scientific article
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| English | Maximum principle for general controlled systems driven by fractional Brownian motions |
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Maximum principle for general controlled systems driven by fractional Brownian motions (English)
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9 August 2013
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stochastic optimal control
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backward stochastic differential equations
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maximum principle
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fractional Brownian motions
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controlled stochastic differential systems
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Malliavin calculus
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partial information stochastic control
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0.9460110664367676
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0.9136860370635986
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0.8972527384757996
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0.8840261101722717
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