Necessary and sufficient condition for optimality of a backward non-Markovian system (Q2978466)
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scientific article; zbMATH DE number 6707720
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| English | Necessary and sufficient condition for optimality of a backward non-Markovian system |
scientific article; zbMATH DE number 6707720 |
Statements
25 April 2017
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backward stochastic differential equations
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maximum principle
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adjoint equation
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variational inequalities
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path dependence
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0.907655656337738
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0.8954966068267822
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0.8845066428184509
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0.8821046352386475
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