scientific article

zbMATH Open1167.60337MaRDI QIDQ3626652FDOQ3626652

Jiongmin Yong

Publication date: 22 May 2009

Title of this publication is not available (Why is that?)

zbMATH Keywords

optimal controlPontryagin maximum principleadapted M-solution

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic integral equations (60H20)

Cited In (5)

• Continuous-time dynamic risk measures by backward stochastic Volterra integral equations
• Linear backward stochastic differential equations with Gaussian Volterra processes
• Solvability of anticipated backward stochastic Volterra integral equations
• Representation of adapted solutions to backward stochastic Volterra integral equations
• Backward stochastic Volterra integral equations with additive perturbations

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