Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales |
scientific article |
Statements
Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (English)
0 references
15 February 2007
0 references
optimal control
0 references
semimartingales
0 references
sufficient maximum principle
0 references
0 references