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Solution to the forward and backward stochastic difference equations with asymmetric information and application.

Jingmei LiuXiao LiangJuanjuan Xu
Published in: Appl. Math. Comput. (2021)
Keyphrases
  • forward and backward
  • difference equations
  • differential equations
  • search strategy
  • genetic algorithm
  • max min
  • eikonal equation