Maximum Principle for Backward Doubly Stochastic Control Systems with Applications (Q3083219): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q57612070, #quickstatements; #temporary_batch_1704758154380 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:48, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Principle for Backward Doubly Stochastic Control Systems with Applications |
scientific article |
Statements
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications (English)
0 references
21 March 2011
0 references
stochastic maximum principle
0 references
optimal control
0 references
stochastic Hamiltonian systems
0 references
backward Itô's integral
0 references
linear quadratic problem
0 references
