Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conjugate convex functions in optimal stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Quadratic Optimal Stochastic Control with Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introductory Approach to Duality in Optimal Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic controls with terminal contingent conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal control of diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The second order minimum principle and adjoint process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus with anticipating integrands / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward doubly stochastic differential equations and systems of quasilinear SPDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Stochastic Maximum Principle for Optimal Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and applications to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic maximum principle for optimal control problem of forward and backward system / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1515/rose.2010.014 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2331422035 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

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
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references