The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10898-011-9825-8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1986908244 / rank | |||
Normal rank | |||
Revision as of 02:53, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for the nonlinear stochastic optimal control problem of switching systems |
scientific article |
Statements
The maximum principle for the nonlinear stochastic optimal control problem of switching systems (English)
0 references
2 August 2013
0 references
switching system
0 references
nonlinear stochastic differential equations
0 references
stochastic optimal control problem
0 references
maximum principle
0 references
admissible controls
0 references
adjoint stochastic differential equations
0 references
switching law
0 references
