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zbMath1292.93145MaRDI QIDQ2861032

Publication date: 11 November 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equation variational inequality stochastic maximum principle adjoint equation relaxed control mean-field forward-backward

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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