A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645): Difference between revisions
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Revision as of 08:14, 1 March 2024
scientific article; zbMATH DE number 7543540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators |
scientific article; zbMATH DE number 7543540 |
Statements
A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (English)
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17 June 2022
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BMO-martingale
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forward-backward stochastic control systems
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linear BSDEs with unbounded coefficients
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maximum principle
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quadratic BSDEs
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