A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817)
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scientific article; zbMATH DE number 7290573
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| English | A stochastic maximum principle for partially observed stochastic control systems with delay |
scientific article; zbMATH DE number 7290573 |
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A stochastic maximum principle for partially observed stochastic control systems with delay (English)
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6 January 2021
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partial information
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stochastic differential equation with delay
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stochastic maximum principle
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path-dependent
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0.941612720489502
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0.8911030292510986
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0.8794642090797424
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0.8559012413024902
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