Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (Q6540838)
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scientific article; zbMATH DE number 7850435
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| English | Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems |
scientific article; zbMATH DE number 7850435 |
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Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (English)
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17 May 2024
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forward-backward stochastic evolution equation
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infinite dimension
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method of continuation
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domination-monotonicity condition
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stochastic linear-quadratic problem
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0.7691758275032043
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0.7657634019851685
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0.7494269013404846
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0.7462218999862671
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