Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary stochastic maximum principle for dissipative systems on infinite time horizon |
scientific article |
Statements
Necessary stochastic maximum principle for dissipative systems on infinite time horizon (English)
0 references
14 February 2017
0 references
stochastic maximum principle
0 references
dissipative systems
0 references
backward stochastic differential equation
0 references
stochastic discounted control problem
0 references
infinite time horizon
0 references
necessary conditions for optimality
0 references
