Stochastic controls of backward systems (Q3103216)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic controls of backward systems |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic controls of backward systems |
scientific article |
Statements
Stochastic controls of backward systems (English)
0 references
26 November 2011
0 references
backward stochastic differential equation
0 references
optimal control
0 references
maximum principle
0 references
adjoint equation
0 references
variational inequality
0 references
variational principle
0 references
0 references
0 references
