Optimal control of a setvalued stochastic dynamic system (Q4859834): Difference between revisions

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Latest revision as of 09:04, 24 May 2024

scientific article; zbMATH DE number 830347
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English
Optimal control of a setvalued stochastic dynamic system
scientific article; zbMATH DE number 830347

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    Optimal control of a setvalued stochastic dynamic system (English)
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    7 January 1996
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    necessary conditions
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    optimality conditions
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    stochastic differential inclusion
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    setvalued drift
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