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scientific article; zbMATH DE number 1304739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1304739 |
Statements
9 January 2000
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Pontryagin's maximum principle
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backward stochastic differential equation
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necessary conditions of optimality
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stochastic control
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