A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396)
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scientific article; zbMATH DE number 6890818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint |
scientific article; zbMATH DE number 6890818 |
Statements
A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (English)
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19 June 2018
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maximum principle
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reflected backward stochastic differential equations
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recursive optimal control problems
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mixed control problems
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Clarke's generalized gradient
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0.9372675
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0.93178874
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0.9302431
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0.93002695
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0.9295924
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0.9251783
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0.92460084
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0.92422277
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0.9225519
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