Optimal control problems for linear backward doubly stochastic differential equations (Q742064)
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scientific article; zbMATH DE number 6345369
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| English | Optimal control problems for linear backward doubly stochastic differential equations |
scientific article; zbMATH DE number 6345369 |
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Optimal control problems for linear backward doubly stochastic differential equations (English)
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17 September 2014
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backward doubly stochastic differential equations
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stochastic optimal control
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stochastic maximum principle
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adjoint equation
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convex optimization principle
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0.8946455121040344
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0.890184223651886
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0.8833250999450684
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0.8791309595108032
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0.8713078498840332
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