Stochastic maximum principle for nonlinear optimal control problem of switching systems (Q2349600): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for nonlinear optimal control problem of switching systems |
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Stochastic maximum principle for nonlinear optimal control problem of switching systems (English)
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17 June 2015
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switching system
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nonlinear stochastic differential equations
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stochastic optimal control problem
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maximum principle
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adjoint stochastic differential equations
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switching law
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