Near-optimal control problems for forward-backward regime-switching systems (Q5854386)
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scientific article; zbMATH DE number 7323756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-optimal control problems for forward-backward regime-switching systems |
scientific article; zbMATH DE number 7323756 |
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Near-optimal control problems for forward-backward regime-switching systems (English)
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17 March 2021
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forward-backward stochastic differential equation
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regime-switching
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near-optimality
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Ekeland's variational principle
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necessary conditions
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sufficient conditions
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