Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for forward-backward doubly stochastic control systems and applications |
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Maximum principle for forward-backward doubly stochastic control systems and applications (English)
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19 December 2011
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maximum principle
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optimal control problems
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fully coupled forward-backward doubly stochastic differential equations (FBDSDEs)
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stochastic maximum principle (SMP)
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stochastic partial differential equations (SPDEs)
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