Necessary conditions for optimality for a diffusion with a non-smooth drift (Q3797083): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/17442508808833521 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2063045479 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the variational principle / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3908230 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Necessary Conditions for Continuous Parameter Stochastic Optimization Problems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3921922 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Necessary conditions without differentiability assumptions in optimal control / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
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 |
Statements
Necessary conditions for optimality for a diffusion with a non-smooth drift (English)
0 references
1988
0 references
maximum principle
0 references
stochastic control problem
0 references
non-smooth drift
0 references
adjoint process
0 references