A variational formula for controlled backward stochastic partial differential equations and some application-Reference-Cited by-同舟云学术

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A variational formula for controlled backward stochastic partial differential equations and some application

Published:2014-09 Issue:3 Volume:29 Page:295-306
ISSN:1005-1031
Container-title:Applied Mathematics-A Journal of Chinese Universities
language:en
Short-container-title:Appl. Math. J. Chin. Univ.

Author:

Meng Qing-xin,Tang Mao-ning

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Link

http://link.springer.com/content/pdf/10.1007/s11766-014-3156-8.pdf

Reference28 articles.

1. A Al-Hussein. BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control, Random Oper Stoch Equ, 2011, 19: 45–61.

2. A Al-Hussein. BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control, Random Oper Stoch Equ, 2011: 19: 295–297.

3. A Al-Hussein. Maximum principle for controlled stochastic evolution equations, Int J Math Anal, 2010, 4: 1447–1464.

4. A Al-Hussein. Sufficient conditions of optimality for backward stochastic evolution equations, Commun Stoch Anal, 2012, 4: 433–442.

5. S Bahlali. Stochastic controls of backward systems, Random Oper Stoch Equ, 2010, 18: 125–140.

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