Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094)
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: Near-optimal control of stochastic recursive systems via viscosity solution |
scientific article; zbMATH DE number 6931955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-optimal control of stochastic recursive systems via viscosity solution |
scientific article; zbMATH DE number 6931955 |
Statements
Near-optimal control of stochastic recursive systems via viscosity solution (English)
0 references
4 September 2018
0 references
dynamic programming principle
0 references
forward-backward stochastic differential equations
0 references
near-optimal control
0 references
super-/subdifferentials
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9607683
0 references
0 references
0.92670745
0 references
0.91508657
0 references
0.9127896
0 references
0.9119121
0 references
0.90833515
0 references
