On Stochastic Maximum Principle: A Backward Stochastic Partial Differential Equations Point of View
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Publication:6346511
arXiv2008.01852MaRDI QIDQ6346511
Mohamed Sofiane Alia, Ishak Alia
Publication date: 4 August 2020
Stochastic systems and control (93E99) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Dynamic stochastic general equilibrium theory (91B51)
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