A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (Q4558886)
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scientific article; zbMATH DE number 6987195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems |
scientific article; zbMATH DE number 6987195 |
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A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems (English)
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30 November 2018
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forward-backward stochastic differential equations
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nonconvex control domain
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stochastic recursive optimal control
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maximum principle
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spike variation
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