Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219)
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scientific article; zbMATH DE number 5981290
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| English | Existence and optimality conditions in stochastic control of linear BSDEs |
scientific article; zbMATH DE number 5981290 |
Statements
Existence and optimality conditions in stochastic control of linear BSDEs (English)
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26 November 2011
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backward stochastic differential equation
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stochastic control
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maximum principle
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0.8946455121040344
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0.875817596912384
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0.8403780460357666
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0.8390387296676636
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0.8366108536720276
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