Maximum principle for a stochastic delayed system involving terminal state constraints
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Publication:527801
DOI10.1186/s13660-017-1378-zzbMath1362.93169arXiv1705.04299OpenAlexW2611076405WikidataQ33644395 ScholiaQ33644395MaRDI QIDQ527801
Publication date: 12 May 2017
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.04299
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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