Adjoint processes in stochastic optimal control problems (Q3323825)

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Adjoint processes in stochastic optimal control problems
scientific article

    Statements

    title
    Adjoint processes in stochastic optimal control problems (English)
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    publication date
    1984
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    zbMATH Keywords
    fixed terminal time
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    adjoint processes
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    complete observations
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49N15
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    49K45
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    60H10
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    zbMATH DE Number
    3854948
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