Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems (Q2168237): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems |
scientific article |
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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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