Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations |
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Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (English)
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22 July 2011
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optimal control
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stochastic delay equation
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Lévy process
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maximum principle
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Hamiltonian
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adjoint process
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time-advanced BSDE
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