Existence of an optimal control for stochastic control systems with nonlinear cost functional (Q3585332)
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scientific article
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| English | Existence of an optimal control for stochastic control systems with nonlinear cost functional |
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Existence of an optimal control for stochastic control systems with nonlinear cost functional (English)
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19 August 2010
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backward stochastic differential equations
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stochastic control systems
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optimal control
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0.94246984
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0.93189913
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0.9275526
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0.92524177
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0.9246881
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