Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185)
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: Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs |
scientific article; zbMATH DE number 5722063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs |
scientific article; zbMATH DE number 5722063 |
Statements
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (English)
0 references
17 June 2010
0 references
forward-backward stochastic differential equations
0 references
stochastic control
0 references
maximum principle
0 references
adjoint equation
0 references
Ekeland's variational principal
0 references
0 references
0 references
