Konu "Backward doubly stochastic differential equations" için Turkic World Mathematical Society Journal of Applied and Engineering Mathematics listeleme
Toplam kayıt 1, listelenen: 1-1
-
A stochastic maximum principle for general mean-field backward doubly stochastic control
(Işık University Press, 2024-01)In this paper we study the optimal control problems of general MckeanVlasov for backward doubly stochastic differential equations (BDSDEs), in which the coefficients depend on the state of the solution process as well as ...