General linear forward and backward stochastic difference equations with applications (Q1716436)
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scientific article; zbMATH DE number 7012103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General linear forward and backward stochastic difference equations with applications |
scientific article; zbMATH DE number 7012103 |
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General linear forward and backward stochastic difference equations with applications (English)
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5 February 2019
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forward and backward stochastic difference equations
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stochastic optimal control
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Riccati equation
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