Necessary conditions for optimality for a diffusion with a non-smooth drift (Q3797083): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/17442508808833521 / rank | |||
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| Property / OpenAlex ID: W2063045479 / rank | |||
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| Property / cites work: On the variational principle / rank | |||
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| Property / cites work: Q3908230 / rank | |||
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| Property / cites work: Necessary Conditions for Continuous Parameter Stochastic Optimization Problems / rank | |||
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| Property / cites work: Q3921922 / rank | |||
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| Property / cites work: Necessary conditions without differentiability assumptions in optimal control / rank | |||
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Latest revision as of 18:25, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions for optimality for a diffusion with a non-smooth drift |
scientific article |
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Necessary conditions for optimality for a diffusion with a non-smooth drift (English)
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1988
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maximum principle
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stochastic control problem
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non-smooth drift
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adjoint process
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