Maximum principle for stochastic control in continuous time with hard end constraints (Q963663)
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scientific article; zbMATH DE number 5692389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for stochastic control in continuous time with hard end constraints |
scientific article; zbMATH DE number 5692389 |
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Maximum principle for stochastic control in continuous time with hard end constraints (English)
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13 April 2010
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stochastic maximum principle
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hard end constraints
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