Necessary first-order and second-order optimality conditions in discrete-time stochastic systems (Q2322365): Difference between revisions

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Revision as of 08:31, 20 July 2024

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Necessary first-order and second-order optimality conditions in discrete-time stochastic systems
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    Necessary first-order and second-order optimality conditions in discrete-time stochastic systems (English)
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    4 September 2019
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    discrete-time backward stochastic equations
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    necessary conditions
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    discrete-time stochastic systems
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    stochastic linear quadratic problem
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