Near-optimal control problems for linear forward-backward stochastic systems (Q983952): Difference between revisions
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| Property / cites work: Near-optimal controls of random-switching LQ problems with indefinite control weight costs / rank | |||
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| Property / cites work: Backward stochastic differential equations and applications to optimal control / rank | |||
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| Property / cites work: Maximum principle for forward-backward stochastic control system with random jumps and applications to finance / rank | |||
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| Property / cites work: Q4255599 / rank | |||
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| Property / cites work: Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality / rank | |||
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Revision as of 23:55, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Near-optimal control problems for linear forward-backward stochastic systems |
scientific article |
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Near-optimal control problems for linear forward-backward stochastic systems (English)
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13 July 2010
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linear forward-backward stochastic differential equation
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Ekeland's principle
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near-optimal
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necessary condition
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spike variation
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sufficient condition
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