Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (Q6540838)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems |
scientific article; zbMATH DE number 7850435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems |
scientific article; zbMATH DE number 7850435 |
Statements
Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (English)
0 references
17 May 2024
0 references
forward-backward stochastic evolution equation
0 references
infinite dimension
0 references
method of continuation
0 references
domination-monotonicity condition
0 references
stochastic linear-quadratic problem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
