On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (Q5294585): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q456628 |
||
| Property / author | |||
| Property / author: Gianmario Tessitore / rank | |||
Revision as of 09:40, 15 February 2024
scientific article; zbMATH DE number 5174447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth |
scientific article; zbMATH DE number 5174447 |
Statements
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (English)
0 references
25 July 2007
0 references
stochastic optimal control
0 references
backward stochastic differential equations
0 references
