Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:28, 10 July 2024
scientific article; zbMATH DE number 7831215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second‐order necessary optimality conditions for discrete‐time stochastic systems |
scientific article; zbMATH DE number 7831215 |
Statements
Second‐order necessary optimality conditions for discrete‐time stochastic systems (English)
0 references
11 April 2024
0 references
discrete-time backward stochastic equations
0 references
discrete-time stochastic systems
0 references
necessary optimality conditions
0 references
singular control
0 references
stochastic optimal control
0 references
