The maximum principle for stochastic differential systems with general cost functional (Q254612): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.sysconle.2016.01.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2281061786 / rank
 
Normal rank

Latest revision as of 20:18, 19 March 2024

scientific article
Language Label Description Also known as
English
The maximum principle for stochastic differential systems with general cost functional
scientific article

    Statements

    The maximum principle for stochastic differential systems with general cost functional (English)
    0 references
    0 references
    8 March 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic differential equations
    0 references
    stochastic maximum principle
    0 references
    Hamilton systems
    0 references
    0 references