Discrete-time approximate stochastic maximum principle

DOI10.1007/S11425-024-2482-4MaRDI QIDQ7255319zbMATH OpenFDO

Authors Bozhang Dong, Tianyang Nie, Zhen Wu

Publication date 29 May 2026

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11425-024-2482-4

zbMATH Keywords

discrete-time approximationdiscrete-time systemsgeneral maximum principlestochastic difference equations

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cites work

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