A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints
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Publication:1938232
DOI10.1155/2012/537376zbMath1256.49007arXiv1005.3085WikidataQ58695459 ScholiaQ58695459MaRDI QIDQ1938232
Xiumin Zhang, Qingmeng Wei, Shaolin Ji
Publication date: 4 February 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.3085
maximum principle; terminal perturbation method; doubly stochastic differential equation; Ekeland's variation principle; initial-terminal state constraints
35R60: PDEs with randomness, stochastic partial differential equations
49J20: Existence theories for optimal control problems involving partial differential equations
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