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scientific article; zbMATH DE number 1827975 - MaRDI portal

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Publication:4781777

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zbMath1018.93033MaRDI QIDQ4781777

Jiong-min Yong, Shu-ping Chen

Publication date: 9 September 2003

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

zbMATH Keywords

solvability Riccati equation forward-backward stochastic differential equations stochastic linear-quadratic optimal control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)

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