The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for the nonlinear stochastic optimal control problem of switching systems |
scientific article |
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The maximum principle for the nonlinear stochastic optimal control problem of switching systems (English)
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2 August 2013
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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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admissible controls
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adjoint stochastic differential equations
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switching law
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