The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615)
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 optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes |
scientific article |
Statements
The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (English)
0 references
23 August 2019
0 references
forward-backward doubly stochastic differential equations
0 references
Itô-Lévy processes
0 references
linear quadratic problem
0 references
maximum principle
0 references
variational equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
