Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q3192136): Difference between revisions

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Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations
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    Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (English)
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    26 September 2014
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    fully coupled FBSDEs
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    value functions
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    stochastic backward semigroup
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    dynamic programming principle
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    viscosity solution
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