A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461)
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scientific article; zbMATH DE number 7130202
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| English | A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems |
scientific article; zbMATH DE number 7130202 |
Statements
A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (English)
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14 November 2019
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second-order maximum principle
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adjoint equation
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delay
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recursive utility
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Taylor expansion
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0.8534918427467346
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0.8322418332099915
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0.8195497989654541
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0.8190956115722656
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