Optimal Control of Diffusion Coefficients via Decoupling Fields

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

A transformation method to study the solvability of fully coupled FBSDEs

Cites Work

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