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Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations.
Juan Li
Qingmeng Wei
Published in:
SIAM J. Control. Optim. (2014)
Keyphrases
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hamilton jacobi bellman
optimal control
optimal control problems
control problems
dynamic programming
stochastic control
infinite horizon
control strategy
nonlinear systems
control law
brownian motion
real time
differential equations
control theory
multi objective
computational intelligence