Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674): Difference between revisions

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Latest revision as of 09:14, 30 August 2024

scientific article; zbMATH DE number 7831215
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English
Second‐order necessary optimality conditions for discrete‐time stochastic systems
scientific article; zbMATH DE number 7831215

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    Second‐order necessary optimality conditions for discrete‐time stochastic systems (English)
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    11 April 2024
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    discrete-time backward stochastic equations
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    discrete-time stochastic systems
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    necessary optimality conditions
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    singular control
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    stochastic optimal control
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