Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems (Q5320751): Difference between revisions
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Latest revision as of 02:09, 20 April 2024
scientific article; zbMATH DE number 5582105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems |
scientific article; zbMATH DE number 5582105 |
Statements
Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems (English)
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22 July 2009
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stochastic differential equation
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strict control
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relaxed control
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maximum principle
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adjoint process
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variational inequality
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