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zbMath1192.93128MaRDI QIDQ3574222

Marco Fuhrman, Ying Hu, Gianmario Tessitore

Publication date: 9 July 2010

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

zbMATH Keywords

optimal feedback control stochastic optimal control backward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition

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