Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems (Q2168237): Difference between revisions

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Revision as of 06:07, 5 March 2024

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Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems
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    Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems (English)
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    31 August 2022
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    nonlinear stochastic Goursat-Darboux system
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    necessary conditions
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    optimality
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    Pontryagin's maximum principle
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    performance criterion increment formula
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    singular control
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