Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Created claim: Wikidata QID (P12): Q130078312, #quickstatements; #temporary_batch_1730405394555
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Q3341248 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introductory Approach to Duality in Optimal Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Stochastic Maximum Principle for Optimal Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4146655 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized dynamic programming principle and hamilton-jacobi-bellman equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and applications to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming principle for stochastic recursive optimal control problem with delayed systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3707054 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximum principle for stochastic differential systems with general cost functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: The deterministic maximum principle for differential systems with a general cost functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for forward–backward SDEs with a general cost functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4148534 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q130078312 / rank
 
Normal rank

Latest revision as of 21:10, 31 October 2024

scientific article
Language Label Description Also known as
English
Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional
scientific article

    Statements

    Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (English)
    0 references
    0 references
    19 June 2018
    0 references
    stochastic differential equations
    0 references
    stochastic maximum principle
    0 references
    constrained conditions
    0 references

    Identifiers