Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1702.00194 / rank | |||
Normal rank | |||
Revision as of 22:15, 19 April 2024
scientific article; zbMATH DE number 7553388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient |
scientific article; zbMATH DE number 7553388 |
Statements
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (English)
0 references
5 July 2022
0 references
optimal control
0 references
forward-backward stochastic differential equations
0 references
stochastic control
0 references
Hamilton-Jacobi-Bellman equation
0 references
relaxed control
0 references
strict control
0 references
