Stochastic maximum principle for nonlinear optimal control problem of switching systems (Q2349600): Difference between revisions

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Latest revision as of 06:27, 10 July 2024

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Stochastic maximum principle for nonlinear optimal control problem of switching systems
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    Stochastic maximum principle for nonlinear optimal control problem of switching systems (English)
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    17 June 2015
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    switching system
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    nonlinear stochastic differential equations
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    stochastic optimal control problem
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    maximum principle
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    adjoint stochastic differential equations
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    switching law
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