Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems (Q2696209)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems |
scientific article |
Statements
Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems (English)
0 references
11 April 2023
0 references
Pontryagin-type maximum principle
0 references
dynamic programming
0 references
stochastic optimal control
0 references
stochastic distributed parameter systems
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references