On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (Q5294585)
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scientific article; zbMATH DE number 5174447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth |
scientific article; zbMATH DE number 5174447 |
Statements
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (English)
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25 July 2007
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stochastic optimal control
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backward stochastic differential equations
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