Stochastic recursive optimal control problem with time delay and applications (Q256324)
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scientific article; zbMATH DE number 6552855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic recursive optimal control problem with time delay and applications |
scientific article; zbMATH DE number 6552855 |
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Stochastic recursive optimal control problem with time delay and applications (English)
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9 March 2016
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stochastic optimal control
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backward stochastic differential equation
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stochastic differential delayed equation
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recursive utility
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generalized HJB equation
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maximum principle
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