A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1949670 |
Changed an Item |
||
| Property / author | |||
| Property / author: Ming Shang Hu / rank | |||
Normal rank | |||
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)
0 references
17 June 2022
0 references
BMO-martingale
0 references
forward-backward stochastic control systems
0 references
linear BSDEs with unbounded coefficients
0 references
maximum principle
0 references
quadratic BSDEs
0 references
