Second-order Taylor expansion for backward doubly stochastic control system (Q5022828)
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scientific article; zbMATH DE number 7460026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order Taylor expansion for backward doubly stochastic control system |
scientific article; zbMATH DE number 7460026 |
Statements
Second-order Taylor expansion for backward doubly stochastic control system (English)
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19 January 2022
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backward doubly stochastic differential equation
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Taylor expansion
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optimal control
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stochastic Hamilton system
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spike variation
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