State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE (Q6165319)
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scientific article; zbMATH DE number 7720569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE |
scientific article; zbMATH DE number 7720569 |
Statements
State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE (English)
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31 July 2023
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stochastic control
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optimal control
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forward and backward stochastic differential equations
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