Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219)

From MaRDI portal
Revision as of 16:24, 30 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    0 references
    0 references
    26 November 2011
    0 references
    backward stochastic differential equation
    0 references
    stochastic control
    0 references
    maximum principle
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references