Near-optimal control problems for linear forward-backward stochastic systems (Q983952)
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scientific article; zbMATH DE number 5736329
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| English | Near-optimal control problems for linear forward-backward stochastic systems |
scientific article; zbMATH DE number 5736329 |
Statements
Near-optimal control problems for linear forward-backward stochastic systems (English)
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13 July 2010
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linear forward-backward stochastic differential equation
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Ekeland's principle
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near-optimal
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necessary condition
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spike variation
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sufficient condition
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0.9079854488372804
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0.9077121019363404
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0.879730224609375
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0.8635495901107788
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0.8568515777587891
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