The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic maximum principle in singular optimal control with recursive utilities |
scientific article |
Statements
The stochastic maximum principle in singular optimal control with recursive utilities (English)
0 references
20 December 2018
0 references
backward stochastic differential equations
0 references
nonconvex control domain
0 references
singular control
0 references
stochastic maximum principle
0 references
stochastic recursive optimal control
0 references
variational equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
