The general relaxed control problem of fully coupled forward-backward doubly system

DOI10.1007/s40324-016-0076-yzbMath1380.93283OpenAlexW2296933856MaRDI QIDQ1696987

Adel Chala

Publication date: 15 February 2018

Published in: S\(\vec{\text{e}}\)MA Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40324-016-0076-y

zbMATH Keywords

maximum principlevariational principleadjoint equationrelaxed controlfully coupled forward-backward doubly stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimality conditions for problems involving randomness (49K45)

Cites Work

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