Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283)
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scientific article; zbMATH DE number 6527443
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| English | Near-relaxed control problem of fully coupled forward-backward doubly system |
scientific article; zbMATH DE number 6527443 |
Statements
Near-relaxed control problem of fully coupled forward-backward doubly system (English)
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7 January 2016
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fully coupled forward-backward doubly stochastic differential equation
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relaxed control
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maximum principle
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adjoint equation
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variational principle
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0.9747551083564758
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0.8772549629211426
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0.8729140758514404
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0.866091251373291
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0.8626564145088196
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