LQ control of forward and backward stochastic difference system (Q5865445)
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scientific article; zbMATH DE number 7540798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LQ control of forward and backward stochastic difference system |
scientific article; zbMATH DE number 7540798 |
Statements
LQ control of forward and backward stochastic difference system (English)
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13 June 2022
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partial information
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multi-multiplicative noises
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maximum principle
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