Second‐order necessary optimality conditions for discrete‐time stochastic systems

DOI10.1002/OCA.3073MaRDI QIDQ6125674

Teng Song, Yong Yao

Publication date: 11 April 2024

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

zbMATH Keywords

necessary optimality conditionsstochastic optimal controlsingular controldiscrete-time stochastic systemsdiscrete-time backward stochastic equations

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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