Sufficient stochastic maximum principle for discounted control problem (Q486238)
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scientific article; zbMATH DE number 6386823
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| English | Sufficient stochastic maximum principle for discounted control problem |
scientific article; zbMATH DE number 6386823 |
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Sufficient stochastic maximum principle for discounted control problem (English)
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14 January 2015
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stochastic maximum principle
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discounted control problem
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forward-backward stochastic differential equations (FBSDEs)
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infinite horizon
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stochastic logistic equation
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0.8331761956214905
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0.8275438547134399
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0.8142631649971008
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0.8090012669563293
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0.8086575865745544
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