Stochastic controls of backward systems
Author:
Publisher
Walter de Gruyter GmbH
Subject
Statistics and Probability,Analysis
Link
https://www.degruyter.com/document/doi/10.1515/rose.2010.007/pdf
Reference9 articles.
1. Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs
2. Stochastic Controls with Terminal Contingent Conditions
3. Adapted solution of a backward stochastic differential equation
4. Backward stochastic differential equations and applications to optimal control
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1. A variational formula for controlled backward stochastic partial differential equations and some application;Applied Mathematics-A Journal of Chinese Universities;2014-09
2. Stochastic optimal control for backward stochastic partial differential systems;Journal of Mathematical Analysis and Applications;2013-06
3. Optimal variational principle for backward stochastic control systems associated with Lévy processes;Science China Mathematics;2012-02-27
4. The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem;Random Operators and Stochastic Equations;2012-01-01
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