Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674)
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scientific article; zbMATH DE number 7831215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second‐order necessary optimality conditions for discrete‐time stochastic systems |
scientific article; zbMATH DE number 7831215 |
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Second‐order necessary optimality conditions for discrete‐time stochastic systems (English)
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11 April 2024
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discrete-time backward stochastic equations
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discrete-time stochastic systems
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necessary optimality conditions
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singular control
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stochastic optimal control
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