Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Existence and optimality conditions in stochastic control of linear BSDEs |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and optimality conditions in stochastic control of linear BSDEs |
scientific article |
Statements
Existence and optimality conditions in stochastic control of linear BSDEs (English)
0 references
26 November 2011
0 references
backward stochastic differential equation
0 references
stochastic control
0 references
maximum principle
0 references
0 references
