First and second order necessary conditions for stochastic optimal controls (Q501633): Difference between revisions

@@ Property / author @@
+Zhang, X.
@@ Property / author: Zhang, X. / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J53
@@ Property / Mathematics Subject Classification ID: 49J53 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H07
@@ Property / Mathematics Subject Classification ID: 60H07 / 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 @@
+6672903
@@ Property / zbMATH DE Number: 6672903 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic optimal control
@@ Property / zbMATH Keywords: stochastic optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Malliavin calculus
@@ Property / zbMATH Keywords: Malliavin calculus / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+necessary conditions
@@ Property / zbMATH Keywords: necessary conditions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+adjacent cone
@@ Property / zbMATH Keywords: adjacent cone / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variational equation
@@ Property / zbMATH Keywords: variational equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+adjoint equation
@@ Property / zbMATH Keywords: adjoint equation / rank @@
+Normal rank

First and second order necessary conditions for stochastic optimal controls (Q501633): Difference between revisions

Revision as of 00:28, 1 July 2023

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Mathematics(0 entries)