Pages that link to "Item:Q6078631"
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The following pages link to Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631):
Displaying 3 items.
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
- Infinite horizon backward stochastic difference equations and related stochastic recursive control problems (Q6622711) (← links)