Backward stochastic differential equations coupled with value function and related optimal control problems
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Publication:1722493
DOI10.1155/2014/262713zbMath1469.60185WikidataQ59037237 ScholiaQ59037237MaRDI QIDQ1722493
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/262713
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E20: Optimal stochastic control
49K45: Optimality conditions for problems involving randomness
Related Items
Robust Control Problems of BSDEs Coupled with Value Functions, Mean-field SDEs with jumps and nonlocal integral-PDEs, Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs, Controlled mean-field backward stochastic differential equations with jumps involving the value function, Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs
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