Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary stochastic maximum principle for dissipative systems on infinite time horizon |
scientific article |
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Necessary stochastic maximum principle for dissipative systems on infinite time horizon (English)
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14 February 2017
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stochastic maximum principle
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dissipative systems
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backward stochastic differential equation
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stochastic discounted control problem
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infinite time horizon
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necessary conditions for optimality
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