Browsing by Subject forward and backward stochastic differential equation, stochastic maximum principle, optimal control, adjoint equation, variational equation, cash flow valuation.
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 18-Apr-2014 | Necessary and Sufficient Conditions of Optimality for Optimal Control Problems of Forward and Backward Systems | Seid Bahlali |