Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation
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Publication:1723930
DOI10.1155/2014/361259zbMath1468.49024OpenAlexW2087092308WikidataQ59036599 ScholiaQ59036599MaRDI QIDQ1723930
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/361259
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
Related Items
Near-optimality conditions in stochastic control of linear fully coupled FBSDEs, General linear forward and backward stochastic difference equations with applications, Maximum principle for near-optimality of mean-field FBSDEs
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