Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185): Difference between revisions
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Revision as of 02:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs |
scientific article |
Statements
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (English)
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17 June 2010
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forward-backward stochastic differential equations
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stochastic control
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maximum principle
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adjoint equation
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Ekeland's variational principal
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