Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185)
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scientific article; zbMATH DE number 5722063
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| English | Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs |
scientific article; zbMATH DE number 5722063 |
Statements
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (English)
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17 June 2010
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forward-backward stochastic differential equations
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stochastic control
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maximum principle
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adjoint equation
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Ekeland's variational principal
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0.9129218459129332
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0.9088647961616516
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0.881196916103363
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0.8811579346656799
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0.879730224609375
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