A stochastic maximum principle with dissipativity conditions (Q255511)
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scientific article; zbMATH DE number 6552481
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| default for all languages | No label defined |
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| English | A stochastic maximum principle with dissipativity conditions |
scientific article; zbMATH DE number 6552481 |
Statements
A stochastic maximum principle with dissipativity conditions (English)
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9 March 2016
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stochastic maximum principle
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dissipative systems
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backward stochastic differential equation
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stochastic optimal control
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necessary conditions for optimality
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0.870246171951294
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0.8675234317779541
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0.848034143447876
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0.8454537987709045
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