Optimal control problems of forward-backward stochastic Volterra integral equations with closed control regions (Q5348481)
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scientific article; zbMATH DE number 6762083
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| English | Optimal control problems of forward-backward stochastic Volterra integral equations with closed control regions |
scientific article; zbMATH DE number 6762083 |
Statements
Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (English)
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18 August 2017
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forward-backward stochastic Volterra integral equations
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first order necessary optimality conditions
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linear stochastic integral equations with nonadapted solutions
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set-value analysis
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duality principle
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0.9127803444862366
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0.8763554096221924
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0.8327491283416748
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0.8227713704109192
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