A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints |
scientific article |
Statements
A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (English)
0 references
26 February 2015
0 references
fully coupled FBSDEs
0 references
maximum principle
0 references
state constraints
0 references
Ekeland's variational principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
