Parameter sensitivity in stochastic optimal control<sup>∗</sup> (Q3767242): Difference between revisions
From MaRDI portal
Latest revision as of 12:13, 18 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parameter sensitivity in stochastic optimal control<sup>∗</sup> |
scientific article |
Statements
Parameter sensitivity in stochastic optimal control<sup>∗</sup> (English)
0 references
1987
0 references
stochastic Bolza problem with constraints
0 references
parameter sensitivity
0 references
nonsmooth analysis
0 references
stochastic Pontryagin maximum principle
0 references
0 references
0 references