Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations (Q4652561): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/s0363012903428664 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2072047912 / rank | |||
Normal rank | |||
Latest revision as of 08:39, 30 July 2024
scientific article; zbMATH DE number 2139103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 2139103 |
Statements
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations (English)
0 references
28 February 2005
0 references
stochastic optimal control
0 references
forward-backward stochastic differential equations
0 references
