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A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Lévy Process with Terminal State Constraints.
Hong Huang
Xiangrong Wang
Meijuan Liu
Published in:
J. Syst. Sci. Complex. (2018)
Keyphrases
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control system
forward backward
process control
monte carlo
constraint satisfaction
data sets
web services
hidden markov models
state space
process model
constraint programming
development process
control algorithm
stochastic processes
brownian motion