A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886)
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: A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems |
scientific article; zbMATH DE number 6987195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems |
scientific article; zbMATH DE number 6987195 |
Statements
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (English)
0 references
30 November 2018
0 references
forward-backward stochastic differential equations
0 references
nonconvex control domain
0 references
stochastic recursive optimal control
0 references
maximum principle
0 references
spike variation
0 references
0 references
0 references
0 references
0 references
0 references
