Optimal control problems of forward-backward stochastic Volterra integral equations (Q2356564)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control problems of forward-backward stochastic Volterra integral equations |
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Optimal control problems of forward-backward stochastic Volterra integral equations (English)
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30 July 2015
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optimal control
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forward-backward stochastic Volterra integral equations
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adapted M-solution
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stochastic maximum principle
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duality principle
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stochastic Fredholm-Volterra integral equations
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