On optimal control of forward-backward stochastic differential equations (Q1693961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal control of forward-backward stochastic differential equations |
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On optimal control of forward-backward stochastic differential equations (English)
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1 February 2018
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forward-backward stochastic differential equation
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stochastic control
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relaxed control
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tightness
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Meyer-Zheng topology
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Jakubowsky S-topology
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