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- W2054693519 abstract "We study the optimal control problem of a controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints. Applying the terminal perturbation method and Ekeland’s variation principle, a necessary condition of the stochastic optimal control, that is, stochastic maximum principle, is derived. Applications to backward doubly stochastic linear-quadratic control models are investigated." @default.
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- W2054693519 date "2012-01-01" @default.
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- W2054693519 title "A Maximum Principle for Controlled Time-Symmetric Forward-Backward Doubly Stochastic Differential Equation with Initial-Terminal Sate Constraints" @default.
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- W2054693519 doi "https://doi.org/10.1155/2012/537376" @default.
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