A stochastic maximum principle with dissipativity conditions (Q255511): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6552481
@@ Property / zbMATH DE Number: 6552481 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic maximum principle
@@ Property / zbMATH Keywords: stochastic maximum principle / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dissipative systems
@@ Property / zbMATH Keywords: dissipative systems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+backward stochastic differential equation
@@ Property / zbMATH Keywords: backward stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic optimal control
@@ Property / zbMATH Keywords: stochastic optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+necessary conditions for optimality
@@ Property / zbMATH Keywords: necessary conditions for optimality / rank @@
+Normal rank

Revision as of 12:14, 27 June 2023