Stochastic maximum principle for recursive optimal control problems with varying terminal time (Q6063637)
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scientific article; zbMATH DE number 7762439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for recursive optimal control problems with varying terminal time |
scientific article; zbMATH DE number 7762439 |
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Stochastic maximum principle for recursive optimal control problems with varying terminal time (English)
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8 November 2023
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FBSDEs
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stochastic maximum principle
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varying terminal time
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\(\rho\)-moving variational equation
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