Stochastic controls of backward systems
type: Item
instance of: scholarly article
title: Stochastic controls of backward systems
zbMATH Open document ID: 1226.93135
DOI: 10.1515/ROSE.2010.007
author: Seïd Bahlali
published in: Random Operators and Stochastic Equations
publication date: 2011-11-26T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 5981287
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: optimal control
zbMATH Keywords: maximum principle
zbMATH Keywords: adjoint equation
zbMATH Keywords: variational inequality
zbMATH Keywords: variational principle
MaRDI profile type: Publication
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cites work: Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
cites work: Stochastic maximum principle for optimal control problem of forward and backward system
description: scientific article