On optimal control problem for backward stochastic doubly systems

DOI10.1155/2014/903912zbMath1298.93355OpenAlexW1982577786WikidataQ59049776 ScholiaQ59049776MaRDI QIDQ469981

Adel Chala

Publication date: 11 November 2014

Published in: ISRN Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/903912

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Necessary condition for optimal control of doubly stochastic systems

Cites Work

• A general optimality conditions for stochastic control problems of jump diffusions
• Backward doubly stochastic differential equations with discontinuous coefficients
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• A type of time-symmetric forward-backward stochastic differential equations
• Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
• Optimality conditions of controlled backward doubly stochastic differential equations
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Necessary conditions for optimality in relaxed stochastic control problems
• The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem
• Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems
• Backward doubly stochastic differential equations with non-Lipschitz coefficients

This page was built for publication: On optimal control problem for backward stochastic doubly systems