Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796)
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scientific article; zbMATH DE number 6082659
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| default for all languages | No label defined |
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| English | Stochastic verification theorem of forward-backward controlled systems for viscosity solutions |
scientific article; zbMATH DE number 6082659 |
Statements
Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (English)
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14 September 2012
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stochastic optimal control
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forward
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backward stochastic differential equations
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H-J-B equations
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viscosity solutions
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super/sub-differentials
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optimal feedback controls
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0.9001467227935791
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0.8568244576454163
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0.8209493160247803
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0.8073647618293762
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