Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional (Q1643394): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:55, 1 February 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
19 June 2018
0 references
stochastic differential equations
0 references
stochastic maximum principle
0 references
constrained conditions
0 references
