Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:23, 5 March 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
