The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923): Difference between revisions

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Property / DOI: 10.1007/s10883-021-09558-x / rank
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Latest revision as of 06:50, 17 December 2024

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The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients
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    The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (English)
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    15 July 2022
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    backward stochastic differential equations
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    optimal stochastic control
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    maximum principle
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    spike variation technique
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    locally Lipschitz coefficients
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