Browsing by Subject Fully coupled forward backward stochastic differential equation,Optimal control,Risk-sensitive,Necessary Optimality Conditions,Sufficient Optimality Conditions,Mean variance,Cash flow.
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 2019 | Stochastic maximum principle for system governed by forward backward stochastic differential equation with risk sensitive control problem and application | Khallout, Rania |