Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations (Q4652561)
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scientific article; zbMATH DE number 2139103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 2139103 |
Statements
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations (English)
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28 February 2005
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stochastic optimal control
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forward-backward stochastic differential equations
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