On forward-backward stochastic differential equations in a domination-monotonicity framework
type: Item
instance of: scholarly article
title: On forward-backward stochastic differential equations in a domination-monotonicity framework
zbMATH Open document ID: 1492.60180
published in: Applied Mathematics and Optimization
publication date: 2022-03-15T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7490294
zbMATH Keywords: forward-backward stochastic differential equation
zbMATH Keywords: stochastic linear-quadratic problem
zbMATH Keywords: method of continuation
zbMATH Keywords: stochastic optimal control
Wikidata QID: Q115388185
author: Zhiyong Yu
MaRDI profile type: Publication
full work available at URL: s00245-022-09841-8
OpenAlex ID: W4210609799
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DOI: 10.1007/S00245-022-09841-8
description: scientific article; zbMATH DE number 7490294