The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566)
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scientific article; zbMATH DE number 6996185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic maximum principle in singular optimal control with recursive utilities |
scientific article; zbMATH DE number 6996185 |
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The stochastic maximum principle in singular optimal control with recursive utilities (English)
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20 December 2018
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backward stochastic differential equations
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nonconvex control domain
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singular control
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stochastic maximum principle
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stochastic recursive optimal control
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variational equation
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