The pathwise-determined maximum principle and symmetric integrals

DOI10.1007/s10958-022-06144-9OpenAlexW4323316549MaRDI QIDQ6188004

F. S. Nasyrov

Publication date: 1 February 2024

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-022-06144-9

zbMATH Keywords

stochastic differential equationsstochastic maximum principlesymmetric integralnonanticipating controlstochastic Stratonovich equation\textit{FBSD}-system of equationsdeterministic maximum principle

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Stochastic integral equations (60H20)

Cites Work

• Forward-backward stochastic differential equations and their applications
• A Deterministic Approach To Stochastic Optimal Control With Application To Anticipative Control
• Unnamed Item
• Unnamed Item

This page was built for publication: The pathwise-determined maximum principle and symmetric integrals