Necessary condition for near optimal control of linear forward-backward stochastic differential equations (Q2797633)
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scientific article; zbMATH DE number 6563539
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| English | Necessary condition for near optimal control of linear forward-backward stochastic differential equations |
scientific article; zbMATH DE number 6563539 |
Statements
Necessary condition for near optimal control of linear forward–backward stochastic differential equations (English)
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5 April 2016
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near optimal control
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forward-backward stochastic differential equations
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adjoint equations
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Ekeland's principle
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0.9202211499214172
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0.9129218459129332
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0.9079854488372804
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0.8627534508705139
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0.8521552085876465
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