Stochastic optimal control and forward-backward stochastic differential equations (Q2383462)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control and forward-backward stochastic differential equations |
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Stochastic optimal control and forward-backward stochastic differential equations (English)
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19 September 2007
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necessary conditions
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Pontryagin's maximum principle
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