On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787)
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scientific article; zbMATH DE number 5258599
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| English | On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients |
scientific article; zbMATH DE number 5258599 |
Statements
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (English)
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3 April 2008
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Stochastic differential equation
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Optimal control
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Stochastic maximum principle
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Degenerate diffusion
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0.9112207889556884
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0.8743342757225037
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0.8647002577781677
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0.8333367109298706
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