The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients (Q4698801): 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 17:00, 5 March 2024
scientific article; zbMATH DE number 754138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients |
scientific article; zbMATH DE number 754138 |
Statements
The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients (English)
0 references
27 November 1995
0 references
stochastic control
0 references
convex cost
0 references
stochastic maximum principle
0 references
