The maximum principle in optimal control of systems driven by martingale measures (Q527114)
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scientific article; zbMATH DE number 6715799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle in optimal control of systems driven by martingale measures |
scientific article; zbMATH DE number 6715799 |
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The maximum principle in optimal control of systems driven by martingale measures (English)
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16 May 2017
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orthogonal continuous martingale measures
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maximum principle
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optimal control
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relaxed control
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stochastic differential equation
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