A general maximum principle for optimal control of forward-backward stochastic systems (Q490631)
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scientific article; zbMATH DE number 6476458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general maximum principle for optimal control of forward-backward stochastic systems |
scientific article; zbMATH DE number 6476458 |
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A general maximum principle for optimal control of forward-backward stochastic systems (English)
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27 August 2015
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stochastic optimal control
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forward-backward stochastic control system
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maximum principle
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backward stochastic differential equation
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linear-quadratic optimal control
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