Stochastic Optimal Control Problems with Control and Initial-Final States Constraints (Q4643309)
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scientific article; zbMATH DE number 6872534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Optimal Control Problems with Control and Initial-Final States Constraints |
scientific article; zbMATH DE number 6872534 |
Statements
Stochastic Optimal Control Problems with Control and Initial-Final States Constraints (English)
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24 May 2018
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stochastic optimal control
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normal first order necessary optimality conditions
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second order necessary conditions
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second order tangents
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