Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Bernt Øksendal / rank | |||
| Property / author | |||
| Property / author: Q185104 / rank | |||
Revision as of 19:05, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations |
scientific article |
Statements
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (English)
0 references
22 July 2011
0 references
optimal control
0 references
stochastic delay equation
0 references
Lévy process
0 references
maximum principle
0 references
Hamiltonian
0 references
adjoint process
0 references
time-advanced BSDE
0 references
