Near-optimal control of stochastic recursive systems via viscosity solution
type: Item
instance of: scholarly article
title: Near-optimal control of stochastic recursive systems via viscosity solution
zbMATH Open document ID: 1396.93136
author: Liangquan Zhang
author: Qing Zhou
published in: Journal of Optimization Theory and Applications
publication date: 2018-09-04T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 93C15
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6931955
zbMATH Keywords: dynamic programming principle
zbMATH Keywords: forward-backward stochastic differential equations
zbMATH Keywords: near-optimal control
zbMATH Keywords: super-/subdifferentials
MaRDI profile type: Publication
full work available at URL: s10957-018-1300-y
OpenAlex ID: W2799629395
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DOI: 10.1007/S10957-018-1300-Y
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description: scientific article; zbMATH DE number 6931955