Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283)
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scientific article; zbMATH DE number 6527443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-relaxed control problem of fully coupled forward-backward doubly system |
scientific article; zbMATH DE number 6527443 |
Statements
Near-relaxed control problem of fully coupled forward-backward doubly system (English)
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7 January 2016
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fully coupled forward-backward doubly stochastic differential equation
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relaxed control
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maximum principle
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adjoint equation
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variational principle
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