Optimal position targeting via decoupling fields (Q2192736)
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scientific article; zbMATH DE number 7236130
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| English | Optimal position targeting via decoupling fields |
scientific article; zbMATH DE number 7236130 |
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Optimal position targeting via decoupling fields (English)
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17 August 2020
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optimal stochastic control
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calculus of variations
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forward backward stochastic differential equation
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decoupling field
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0.8430244
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0.8427535
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0.8405379
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0.83791476
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