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Publication:2825125
DOI10.3969/J.ISSN.1008-5513.2016.01.002zbMath1363.93257MaRDI QIDQ2825125
Publication date: 6 October 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum principlevariational inequalityItô formulastochastic control problemforward-backward doubly stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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