Adjoint processes in stochastic optimal control problems (Q3323825): Difference between revisions
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| Property / cites work: Conjugate convex functions in optimal stochastic control / rank | |||
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| Property / cites work: Dynamic Programming Conditions for Partially Observable Stochastic Systems / rank | |||
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| Property / cites work: On the stochastic maximum principle. Fixed time of control / rank | |||
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| Property / cites work: Q4139359 / rank | |||
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| Property / cites work: A general theory of extremals / rank | |||
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| Property / cites work: On the gap between deterministic and stochastic ordinary differential equations / rank | |||
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Latest revision as of 11:43, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjoint processes in stochastic optimal control problems |
scientific article |
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Adjoint processes in stochastic optimal control problems (English)
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1984
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fixed terminal time
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adjoint processes
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complete observations
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