Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449)
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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)
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5 July 2022
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optimal control
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forward-backward stochastic differential equations
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stochastic control
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Hamilton-Jacobi-Bellman equation
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relaxed control
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strict control
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