Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (Q5348481)
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scientific article; zbMATH DE number 6762083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions |
scientific article; zbMATH DE number 6762083 |
Statements
Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (English)
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18 August 2017
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forward-backward stochastic Volterra integral equations
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first order necessary optimality conditions
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linear stochastic integral equations with nonadapted solutions
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set-value analysis
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duality principle
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