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Existence of optimal controls for systems of controlled forward-backward doubly SDEs - MaRDI portal

Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249)

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scientific article; zbMATH DE number 7216778
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English
Existence of optimal controls for systems of controlled forward-backward doubly SDEs
scientific article; zbMATH DE number 7216778

    Statements

    Existence of optimal controls for systems of controlled forward-backward doubly SDEs (English)
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    2 July 2020
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    forward-backward doubly stochastic differential equation
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    relaxed control
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    strict control
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    tightness
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    existence
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    \(S\)-topology of Jakubowski
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