Sufficient optimality condition for a risk-sensitive control problem for backward stochastic differential equations and an application (Q4639873)
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scientific article; zbMATH DE number 6868025
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| English | Sufficient optimality condition for a risk-sensitive control problem for backward stochastic differential equations and an application |
scientific article; zbMATH DE number 6868025 |
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14 May 2018
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backward stochastic differential equations
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risk-sensitive
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sufficient optimality conditions
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variational principle
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logarithmic transformation
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0.893230140209198
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0.8782405257225037
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0.8272804617881775
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0.8244410157203674
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0.8145855069160461
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