The general relaxed control problem of fully coupled forward-backward doubly system
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Publication:1696987
DOI10.1007/s40324-016-0076-yzbMath1380.93283OpenAlexW2296933856MaRDI QIDQ1696987
Publication date: 15 February 2018
Published in: S\(\vec{\text{e}}\)MA Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40324-016-0076-y
maximum principlevariational principleadjoint equationrelaxed controlfully coupled forward-backward doubly stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimality conditions for problems involving randomness (49K45)
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