The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (Q2155923)
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: The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients |
scientific article |
Statements
The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients (English)
0 references
15 July 2022
0 references
backward stochastic differential equations
0 references
optimal stochastic control
0 references
maximum principle
0 references
spike variation technique
0 references
locally Lipschitz coefficients
0 references
0 references
0 references
0 references
0 references
0 references
0 references
