Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations (Q6077090)
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scientific article; zbMATH DE number 7741697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations |
scientific article; zbMATH DE number 7741697 |
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Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations (English)
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24 September 2023
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differential equations
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optimal control
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optimization
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risk analysis
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stochastic processes
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