Existence of optimal controls for systems driven by FBSDEs (Q539918)
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scientific article; zbMATH DE number 5902701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of optimal controls for systems driven by FBSDEs |
scientific article; zbMATH DE number 5902701 |
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Existence of optimal controls for systems driven by FBSDEs (English)
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31 May 2011
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forward backward stochastic differential equation
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stochastic control
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weak convergence
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existence
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