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Publication:3180923
zbMath1363.93256MaRDI QIDQ3180923
Publication date: 6 January 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum principlestochastic optimal controldynamic programming principlefully coupled forward-backward stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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