Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509): Difference between revisions

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Latest revision as of 09:59, 13 July 2024

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Necessary stochastic maximum principle for dissipative systems on infinite time horizon
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    Necessary stochastic maximum principle for dissipative systems on infinite time horizon (English)
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    14 February 2017
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    stochastic maximum principle
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    dissipative systems
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    backward stochastic differential equation
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    stochastic discounted control problem
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    infinite time horizon
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    necessary conditions for optimality
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