Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions (Q3058498)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions |
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Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions (English)
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3 December 2010
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forward-backward stochastic differential equations
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mixed initial-terminal conditions
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optimal stochastic control
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optimality variational principle
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spike variation technique
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