Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations (Q4910998)
From MaRDI portal
scientific article; zbMATH DE number 6144557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations |
scientific article; zbMATH DE number 6144557 |
Statements
Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations (English)
0 references
13 March 2013
0 references
stochastic optimal control
0 references
maximum principle
0 references
stochastic differential delayed equation
0 references
anticipated backward differential equation
0 references
fully coupled forward-backward stochastic system
0 references
Clarke's generalized gradient
0 references
