On optimal control problem for backward stochastic doubly systems
type: Item
instance of: scholarly article
title: On optimal control problem for backward stochastic doubly systems
zbMATH Open document ID: 1298.93355
DOI: 10.1155/2014/903912
author: Adel Chala
published in: ISRN Applied Mathematics
publication date: 2014-11-11T00:00:00Z
review text: Summary: We are going to study an approach of optimal control problems where the state equation is a backward doubly stochastic differential equation, and the set of strict (classical) controls need not be convex and the diffusion coefficient and the generator coefficient depend on the terms control. The main result is necessary conditions as well as a sufficient condition for optimality in the form of a relaxed maximum principle.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 6368372
Wikidata QID: Q59049776
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/903912
OpenAlex ID: W1982577786
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description: scientific article; zbMATH DE number 6368372