Near-optimal control problems for linear forward-backward stochastic systems (Q983952)
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scientific article; zbMATH DE number 5736329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-optimal control problems for linear forward-backward stochastic systems |
scientific article; zbMATH DE number 5736329 |
Statements
Near-optimal control problems for linear forward-backward stochastic systems (English)
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13 July 2010
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linear forward-backward stochastic differential equation
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Ekeland's principle
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near-optimal
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necessary condition
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spike variation
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sufficient condition
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