Near-optimality conditions in stochastic control of linear fully coupled FBSDEs
type: Item
instance of: scholarly article
title: Near-optimality conditions in stochastic control of linear fully coupled FBSDEs
zbMATH Open document ID: 1378.93147
author: Nabil Khelfallah
author: Brahim Mezerdi
published in: Afrika Matematika
publication date: 2018-01-17T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6826890
zbMATH Keywords: fully coupled forward-backward stochastic differential equations
zbMATH Keywords: stochastic control
zbMATH Keywords: maximum principle
zbMATH Keywords: adjoint equation
zbMATH Keywords: Ekeland's variational principal
MaRDI profile type: Publication
full work available at URL: s13370-015-0346-3
OpenAlex ID: W272756902
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DOI: 10.1007/S13370-015-0346-3
description: scientific article; zbMATH DE number 6826890