Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case (Q5358864)
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scientific article; zbMATH DE number 6778535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case |
scientific article; zbMATH DE number 6778535 |
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Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case (English)
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22 September 2017
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stochastic optimal control
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needle variation
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pointwise second-order necessary condition
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variational equation
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adjoint equation
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