Optimal Control of Diffusion Coefficients via Decoupling Fields (Q4581260)
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scientific article; zbMATH DE number 6919203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Diffusion Coefficients via Decoupling Fields |
scientific article; zbMATH DE number 6919203 |
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Optimal Control of Diffusion Coefficients via Decoupling Fields (English)
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16 August 2018
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optimal stochastic control
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diffusion coefficient
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forward-backward stochastic differential equation
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decoupling field
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