Verification theorem of stochastic optimal control with mixed delay and applications to finance (Q2813970)
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scientific article; zbMATH DE number 6594803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Verification theorem of stochastic optimal control with mixed delay and applications to finance |
scientific article; zbMATH DE number 6594803 |
Statements
17 June 2016
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maximum principle
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stochastic optimal control
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mixed delay
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Hamiltonian function
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adjoint equation
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backward stochastic differential equation
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Verification theorem of stochastic optimal control with mixed delay and applications to finance (English)
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