Mixed optimal control of forward‐backward stochastic system (Q5159777)
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scientific article; zbMATH DE number 7415863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed optimal control of forward‐backward stochastic system |
scientific article; zbMATH DE number 7415863 |
Statements
Mixed optimal control of forward‐backward stochastic system (English)
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28 October 2021
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forward-backward stochastic differential equation
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mixed deterministic and stochastic optimal control
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linear-quadratic control systems
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