scientific article; zbMATH DE number 6108109

zbMath1260.60106MaRDI QIDQ4648874

Abdulrahman Al-Hussein

Publication date: 16 November 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal controlmaximum principlebackward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Maximum principles in context of PDEs (35B50) Stochastic stability in control theory (93E15) Martingales with continuous parameter (60G44)

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