Maximum principle for backward doubly stochastic control systems with applications (Q3083219)
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scientific article; zbMATH DE number 5868628
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| English | Maximum principle for backward doubly stochastic control systems with applications |
scientific article; zbMATH DE number 5868628 |
Statements
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications (English)
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21 March 2011
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stochastic maximum principle
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optimal control
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stochastic Hamiltonian systems
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backward Itô's integral
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linear quadratic problem
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0.9104518294334412
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0.9014764428138732
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0.8985114693641663
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0.8923448920249939
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0.8907124400138855
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