Near-relaxed control problem of fully coupled forward-backward doubly system
type: Item
instance of: scholarly article
title: Near-relaxed control problem of fully coupled forward-backward doubly system
zbMATH Open document ID: 1327.93408
author: Adel Chala
published in: Communications in Mathematics and Statistics
publication date: 2016-01-07T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 6527443
zbMATH Keywords: fully coupled forward-backward doubly stochastic differential equation
zbMATH Keywords: relaxed control
zbMATH Keywords: maximum principle
zbMATH Keywords: adjoint equation
zbMATH Keywords: variational principle
MaRDI profile type: Publication
full work available at URL: s40304-015-0068-8
OpenAlex ID: W1950997716
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DOI: 10.1007/S40304-015-0068-8
description: scientific article; zbMATH DE number 6527443