A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications (Q6563465)
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scientific article; zbMATH DE number 7872671
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| English | A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications |
scientific article; zbMATH DE number 7872671 |
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A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications (English)
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27 June 2024
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cash flow
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fully coupled forward-backward stochastic differential equation
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logarithmic transformation
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maximum principle
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optimal control
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risk-sensitive
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variational principle
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0.9269660711288452
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0.8825070858001709
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0.864277720451355
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