On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (Q5294585): 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 19:40, 5 March 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
