Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems (Q5320751): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:38, 8 February 2024
scientific article; zbMATH DE number 5582105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems |
scientific article; zbMATH DE number 5582105 |
Statements
Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems (English)
0 references
22 July 2009
0 references
stochastic differential equation
0 references
strict control
0 references
relaxed control
0 references
maximum principle
0 references
adjoint process
0 references
variational inequality
0 references
