Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185): Difference between revisions

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Latest revision as of 22:58, 2 July 2024

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Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs
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    Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (English)
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    17 June 2010
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    forward-backward stochastic differential equations
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    stochastic control
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    maximum principle
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    adjoint equation
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    Ekeland's variational principal
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