The maximum principle for stochastic differential systems with general cost functional (Q254612): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 49K45 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6551929 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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stochastic maximum principle | |||
| Property / zbMATH Keywords: stochastic maximum principle / rank | |||
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Hamilton systems | |||
| Property / zbMATH Keywords: Hamilton systems / rank | |||
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Revision as of 12:03, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for stochastic differential systems with general cost functional |
scientific article |
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The maximum principle for stochastic differential systems with general cost functional (English)
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8 March 2016
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stochastic differential equations
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stochastic maximum principle
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Hamilton systems
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