A general maximum principle for optimal control of forward-backward stochastic systems (Q490631): Difference between revisions
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stochastic optimal control | |||
| Property / zbMATH Keywords: stochastic optimal control / rank | |||
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forward-backward stochastic control system | |||
| Property / zbMATH Keywords: forward-backward stochastic control system / rank | |||
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maximum principle | |||
| Property / zbMATH Keywords: maximum principle / rank | |||
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backward stochastic differential equation | |||
| Property / zbMATH Keywords: backward stochastic differential equation / rank | |||
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linear-quadratic optimal control | |||
| Property / zbMATH Keywords: linear-quadratic optimal control / rank | |||
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Revision as of 21:39, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general maximum principle for optimal control of forward-backward stochastic systems |
scientific article |
Statements
A general maximum principle for optimal control of forward-backward stochastic systems (English)
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27 August 2015
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stochastic optimal control
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forward-backward stochastic control system
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maximum principle
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backward stochastic differential equation
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linear-quadratic optimal control
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