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Publication:2712237
zbMath0980.93082MaRDI QIDQ2712237
Publication date: 4 March 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
surveymaximum principledynamic programmingverification theoremforward-backward stochastic differential equationspricing of European contingent claims
Dynamic programming in optimal control and differential games (49L20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Financial applications of other theories (91G80)
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