Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Transposition method for backward stochastic evolution equations revisited, and its application |
scientific article |
Statements
Transposition method for backward stochastic evolution equations revisited, and its application (English)
0 references
30 July 2015
0 references
backward stochastic evolution equations
0 references
transposition solution
0 references
optimal control
0 references
Pontryagin-type maximum principle
0 references
0 references