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Q5452980 - MaRDI portal

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scientific article; zbMATH DE number 5259836
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scientific article; zbMATH DE number 5259836

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    publication date
    4 April 2008
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    zbMATH DE Number
    5259836
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    zbMATH Keywords
    maximum principle
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    forward-backward stochastic control system
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    spike variation
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    state constraints
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    Ekeland variational principle
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    author
    Jing-Tao Shi
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