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An introduction to duality in random mechanics

  • Jean-Michel Bismut
Part I: Survey Lectures
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Keywords

Stochastic Differential Equation Dual Problem Stochastic Control Optimal Stochastic Control Backward Stochastic Differential Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • Jean-Michel Bismut
    • 1
  1. 1.Département de MathématiquesUniversité Paris-SudOrsay

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