Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems (Q2168237)

From MaRDI portal





scientific article; zbMATH DE number 7578832
Language Label Description Also known as
default for all languages
No label defined
    English
    Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems
    scientific article; zbMATH DE number 7578832

      Statements

      Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems (English)
      0 references
      0 references
      31 August 2022
      0 references
      nonlinear stochastic Goursat-Darboux system
      0 references
      necessary conditions
      0 references
      optimality
      0 references
      Pontryagin's maximum principle
      0 references
      performance criterion increment formula
      0 references
      singular control
      0 references

      Identifiers