Stochastic controls of backward systems (Q3103216)
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scientific article; zbMATH DE number 5981287
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic controls of backward systems |
scientific article; zbMATH DE number 5981287 |
Statements
Stochastic controls of backward systems (English)
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26 November 2011
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backward stochastic differential equation
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optimal control
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maximum principle
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adjoint equation
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variational inequality
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variational principle
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0.907655656337738
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0.8898472189903259
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0.8801763653755188
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0.8757675886154175
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0.8748619556427002
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