Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223): Difference between revisions
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Latest revision as of 10:28, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality conditions of controlled backward doubly stochastic differential equations |
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Optimality conditions of controlled backward doubly stochastic differential equations (English)
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26 November 2011
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backward doubly stochastic differential equations
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stochastic maximum principle
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optimal control
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adjoint equation
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variational inequality
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optimization principle
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