Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems
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Publication:6078631
DOI10.1002/oca.2875arXiv1907.04209OpenAlexW4214493947MaRDI QIDQ6078631
Publication date: 25 October 2023
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.04209
maximum principlestochastic optimal controlbackward stochastic difference equationsmonotone conditionforward-backward stochastic difference equations
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