scientific article

zbMath1001.93092MaRDI QIDQ2720036

Aiping Xu, Zhen Wu

Publication date: 25 April 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic optimal controlstochastic maximum principleEkeland variational principlestate constraintfully coupled forward-backward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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