A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654)
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scientific article; zbMATH DE number 6408399
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| English | A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints |
scientific article; zbMATH DE number 6408399 |
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A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (English)
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26 February 2015
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fully coupled FBSDEs
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maximum principle
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state constraints
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Ekeland's variational principle
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0.9427385926246644
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0.9397900104522704
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0.9327298998832704
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0.9327298998832704
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