Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:15, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions for stochastic optimal control problems in infinite dimensions |
scientific article |
Statements
Necessary conditions for stochastic optimal control problems in infinite dimensions (English)
0 references
26 May 2020
0 references
stochastic optimal control
0 references
first and second order necessary optimality conditions
0 references
variational equation
0 references
adjoint equation
0 references
transposition solution
0 references
maximum principle
0 references
