Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (Q4253013)
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scientific article; zbMATH DE number 1307696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control |
scientific article; zbMATH DE number 1307696 |
Statements
Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (English)
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24 June 1999
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stochastic differential equations
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stochastic optimal control
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differential games
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Hamiltonian system
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stochastic analysis
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