Necessary condition for optimality of forward-backward doubly system (Q2516951)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary condition for optimality of forward-backward doubly system |
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Necessary condition for optimality of forward-backward doubly system (English)
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4 August 2015
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forward-backward doubly stochastic differential equation
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necessary optimality condition
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maximum principle
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adjoint equation
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variational inequality
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