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- W2146378038 abstract "In this paper, we consider stochastic recursive optimal control problem of the stochastic delayed system described by forward-backward stochastic differential equation with delay. By virtue of classical spike variational approach, duality method and the anticipated backward stochastic differential equation, we obtain the maximum principle of the optimal control for this problem." @default.
- W2146378038 created "2016-06-24" @default.
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- W2146378038 date "2009-12-01" @default.
- W2146378038 modified "2023-09-27" @default.
- W2146378038 title "Maximum principle for stochastic optimal control problem of forward-backward system with delay" @default.
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- W2146378038 doi "https://doi.org/10.1109/cdc.2009.5400152" @default.
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