Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient |
scientific article; zbMATH DE number 7553388
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient |
scientific article; zbMATH DE number 7553388 |
Statements
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (English)
0 references
5 July 2022
0 references
optimal control
0 references
forward-backward stochastic differential equations
0 references
stochastic control
0 references
Hamilton-Jacobi-Bellman equation
0 references
relaxed control
0 references
strict control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.934287965297699
0 references
0.8667815327644348
0 references
0.8555184006690979
0 references
0.8270689845085144
0 references
