Stochastic optimal control problem with delay (Q5430664)

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scientific article; zbMATH DE number 5220375
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    Stochastic optimal control problem with delay
    scientific article; zbMATH DE number 5220375

      Statements

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      16 December 2007
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      stochastic differential equation
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      delay
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      stochastic optimal control
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      maximum principle
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      needle-shaped variation
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      Ekeland variational principle
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