Relations among ODEs, PDEs, FSDEs, BSDEs, and FBSDEs

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 1997, Pages 2779-2784

  Yong, Jiongmin ^a  

^a FUDAN UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

DYNAMIC PROGRAMMING; FUNCTIONS; MAXIMUM PRINCIPLE; PARAMETER ESTIMATION; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC CONTROL SYSTEMS; THEOREM PROVING;

FEYNMAN-KAC FORMULA; HAMILTON-JACOBI THEORY;

OPTIMAL CONTROL SYSTEMS;

EID: 0031341708     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)