Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (Q4253013): Difference between revisions

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scientific article; zbMATH DE number 1307696
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Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
scientific article; zbMATH DE number 1307696

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    Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control (English)
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    24 June 1999
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    stochastic differential equations
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    stochastic optimal control
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    differential games
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    Hamiltonian system
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    stochastic analysis
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