The maximum principle for stochastic differential systems with general cost functional (Q254612)
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scientific article; zbMATH DE number 6551929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for stochastic differential systems with general cost functional |
scientific article; zbMATH DE number 6551929 |
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The maximum principle for stochastic differential systems with general cost functional (English)
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8 March 2016
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stochastic differential equations
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stochastic maximum principle
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Hamilton systems
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