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Maximum Principle for Backward Doubly Stochastic Control Systems with Applications.

Yuecai HanShige PengZhen Wu
Published in: SIAM J. Control. Optim. (2010)
Keyphrases
  • doubly stochastic
  • control system
  • weight matrix
  • poisson process
  • wavelet coefficients
  • multiscale
  • model selection