Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (Q4253013): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/s0363012996313549 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1985050062 / rank | |||
Normal rank | |||
Latest revision as of 08:33, 30 July 2024
scientific article; zbMATH DE number 1307696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control |
scientific article; zbMATH DE number 1307696 |
Statements
Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (English)
0 references
24 June 1999
0 references
stochastic differential equations
0 references
stochastic optimal control
0 references
differential games
0 references
Hamiltonian system
0 references
stochastic analysis
0 references
