Near-maximum principle for general recursive utility optimal control problem (Q4560986)
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scientific article; zbMATH DE number 6991000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-maximum principle for general recursive utility optimal control problem |
scientific article; zbMATH DE number 6991000 |
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Near-maximum principle for general recursive utility optimal control problem (English)
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10 December 2018
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near-maximum principle
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recursive utility
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backward SDEs
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optimal control
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