Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (Q5854373)
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scientific article; zbMATH DE number 7323743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems |
scientific article; zbMATH DE number 7323743 |
Statements
Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic controlled systems (English)
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17 March 2021
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fully coupled forward-backward stochastic differential equations
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global stochastic maximum principle
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dynamic programming principle
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viscosity solution
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monotonicity condition
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