Sufficient stochastic maximum principle for discounted control problem (Q486238)
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scientific article
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| English | Sufficient stochastic maximum principle for discounted control problem |
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Sufficient stochastic maximum principle for discounted control problem (English)
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14 January 2015
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stochastic maximum principle
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discounted control problem
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forward-backward stochastic differential equations (FBSDEs)
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infinite horizon
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stochastic logistic equation
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