Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631)
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scientific article; zbMATH DE number 7754121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems |
scientific article; zbMATH DE number 7754121 |
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Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (English)
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25 October 2023
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backward stochastic difference equations
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forward-backward stochastic difference equations
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maximum principle
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monotone condition
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stochastic optimal control
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