Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301)

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scientific article; zbMATH DE number 7208073
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    Stochastic maximum principle for delayed doubly stochastic control systems and their applications
    scientific article; zbMATH DE number 7208073

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      Stochastic maximum principle for delayed doubly stochastic control systems and their applications (English)
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      4 June 2020
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      stochastic maximum principle
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      doubly stochastic differential equation
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      delay system
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      optimal control
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