Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594): Difference between revisions
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Revision as of 18:06, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Infinite horizon optimal control of forward-backward stochastic differential equations with delay |
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Infinite horizon optimal control of forward-backward stochastic differential equations with delay (English)
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17 June 2015
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infinite horizon
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optimal control
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stochastic delay equation
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Lévy processes
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maximum principle
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partial information
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