Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091): Difference between revisions
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scientific article; zbMATH DE number 7708655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for stochastic control of SDEs with measurable drifts |
scientific article; zbMATH DE number 7708655 |
Statements
Maximum principle for stochastic control of SDEs with measurable drifts (English)
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7 July 2023
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stochastic maximum principle
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singular drifts
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Sobolev differentiable flow
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Ekeland's variational principle
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