Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223): Difference between revisions
From MaRDI portal
Latest revision as of 10:28, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimality conditions of controlled backward doubly stochastic differential equations |
scientific article |
Statements
Optimality conditions of controlled backward doubly stochastic differential equations (English)
0 references
26 November 2011
0 references
backward doubly stochastic differential equations
0 references
stochastic maximum principle
0 references
optimal control
0 references
adjoint equation
0 references
variational inequality
0 references
optimization principle
0 references
0 references
0 references
0 references
0 references