Optimal control problem with an integral equation as the control object (Q2653948)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal control problem with an integral equation as the control object |
scientific article |
Statements
Optimal control problem with an integral equation as the control object (English)
0 references
15 January 2010
0 references
integral equation
0 references
control constraint
0 references
adjoint equation
0 references
maximum principle
0 references
portfolio selection problem
0 references
numerical solution
0 references