Necessary first-order and second-order optimality conditions in discrete-time stochastic systems (Q2322365)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary first-order and second-order optimality conditions in discrete-time stochastic systems |
scientific article |
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Necessary first-order and second-order optimality conditions in discrete-time stochastic systems (English)
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4 September 2019
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discrete-time backward stochastic equations
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necessary conditions
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discrete-time stochastic systems
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stochastic linear quadratic problem
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