First and second order necessary conditions for stochastic optimal controls (Q501633)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First and second order necessary conditions for stochastic optimal controls |
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First and second order necessary conditions for stochastic optimal controls (English)
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9 January 2017
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stochastic optimal control
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Malliavin calculus
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necessary conditions
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adjacent cone
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variational equation
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adjoint equation
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