Necessary condition for optimality of forward-backward doubly system (Q2516951)
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scientific article; zbMATH DE number 6469831
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| English | Necessary condition for optimality of forward-backward doubly system |
scientific article; zbMATH DE number 6469831 |
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Necessary condition for optimality of forward-backward doubly system (English)
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4 August 2015
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forward-backward doubly stochastic differential equation
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necessary optimality condition
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maximum principle
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adjoint equation
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variational inequality
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0.91676295
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0.89667386
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0.8938609
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0.87344855
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0.86793923
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0.86672217
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