A BSDE approach to stochastic linear quadratic control problem (Q5159834)
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scientific article; zbMATH DE number 7415960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A BSDE approach to stochastic linear quadratic control problem |
scientific article; zbMATH DE number 7415960 |
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A BSDE approach to stochastic linear quadratic control problem (English)
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28 October 2021
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forward-backward stochastic differential equations
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Hilbert method
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maximum principle
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stochastic linear quadratic optimal control
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