Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091): Difference between revisions

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Revision as of 15:19, 1 August 2024

scientific article; zbMATH DE number 7708655
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English
Maximum principle for stochastic control of SDEs with measurable drifts
scientific article; zbMATH DE number 7708655

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    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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