Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815)
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scientific article; zbMATH DE number 7771533
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| English | Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities |
scientific article; zbMATH DE number 7771533 |
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Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (English)
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29 November 2023
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stochastic evolution equations
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nonconvex control domain
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recursive optimal control
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maximum principle
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operator-valued backward stochastic integral equations
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0.8844859600067139
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0.8799741864204407
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0.8520079255104065
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0.845848560333252
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