Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q3192136)
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scientific article; zbMATH DE number 6348165
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| English | Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 6348165 |
Statements
Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (English)
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26 September 2014
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fully coupled FBSDEs
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value functions
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stochastic backward semigroup
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dynamic programming principle
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viscosity solution
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0.8750104904174805
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0.8607556223869324
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0.8606569766998291
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0.856478750705719
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