A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications (Q3581014)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications |
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A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications (English)
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16 August 2010
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backward stochastic differential equation
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stochastic filtering
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linear-quadratic control
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maximum principle
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partial information
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pension fund
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