The variational principle and stochastic optimal control (Q3873075): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1080/17442508008833147 / rank | |||
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Property / cites work: Q5658888 / rank | |||
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Property / cites work: On the variational principle / rank | |||
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Property / cites work: Nonconvex minimization problems / rank | |||
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Property / cites work: The Optimal Control of a Stochastic System / rank | |||
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Latest revision as of 05:01, 13 June 2024
scientific article
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English | The variational principle and stochastic optimal control |
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Statements
The variational principle and stochastic optimal control (English)
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1980
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variational principle
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suboptimal control
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Girsanov methods
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martingale techniques
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