The maximum principle for optimal control of diffusions with non-smooth coefficients (Q4364130): 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 15:32, 5 March 2024
scientific article; zbMATH DE number 1087303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for optimal control of diffusions with non-smooth coefficients |
scientific article; zbMATH DE number 1087303 |
Statements
The maximum principle for optimal control of diffusions with non-smooth coefficients (English)
0 references
12 July 1998
0 references
stochastic maximum principle
0 references
nondifferentiable coefficients
0 references
adjoint process
0 references
