The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps (Q2408323)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6790199
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps |
scientific article; zbMATH DE number 6790199 |
Statements
The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps (English)
0 references
12 October 2017
0 references
optimal control
0 references
relaxed control
0 references
maximum principle
0 references
0.894430935382843
0 references
0.8780636787414551
0 references
0.8672827482223511
0 references
0.8645257353782654
0 references
0.8618767261505127
0 references
