Necessary conditions for optimality in relaxed stochastic control problems (Q4799380): Difference between revisions
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Latest revision as of 23:25, 19 March 2024
scientific article; zbMATH DE number 1886338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions for optimality in relaxed stochastic control problems |
scientific article; zbMATH DE number 1886338 |
Statements
Necessary conditions for optimality in relaxed stochastic control problems (English)
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2002
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Stochastic Differential Equation, Optimal Control, Adjoint Process, Variational Principle, Maximum Principle, Relaxed Control
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