The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes |
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The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (English)
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23 August 2019
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forward-backward doubly stochastic differential equations
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Itô-Lévy processes
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linear quadratic problem
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maximum principle
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variational equation
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