The maximum principle for fully coupled forward-backward stochastic control system with state constraints (Q5452980)
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scientific article; zbMATH DE number 5259836
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| English | The maximum principle for fully coupled forward-backward stochastic control system with state constraints |
scientific article; zbMATH DE number 5259836 |
Statements
4 April 2008
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maximum principle
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forward-backward stochastic control system
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spike variation
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state constraints
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Ekeland variational principle
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0.9397900104522704
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0.9327055215835572
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0.9327055215835572
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0.9047699570655824
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