Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System With Application (Q6142400)
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scientific article; zbMATH DE number 7795086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System With Application |
scientific article; zbMATH DE number 7795086 |
Statements
Necessary and Sufficient Conditions for Pareto Optimal Solution of Backward Stochastic System With Application (English)
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26 January 2024
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backward stochastic differential equation (BSDE)
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closed-loop representation of open-loop optimal control
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Ekeland's variational principle
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Pareto cooperative differential game
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portfolio and consumption selection
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