Backward stochastic differential equations coupled with value function and related optimal control problems
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Publication:1722493
DOI10.1155/2014/262713zbMath1469.60185OpenAlexW2008721731WikidataQ59037237 ScholiaQ59037237MaRDI QIDQ1722493
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/262713
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
Related Items
Mean-field SDEs with jumps and nonlocal integral-PDEs ⋮ Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs ⋮ Controlled mean-field backward stochastic differential equations with jumps involving the value function ⋮ Robust Control Problems of BSDEs Coupled with Value Functions ⋮ Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs
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