Some results on pointwise second-order necessary conditions for stochastic optimal controls (Q283044)
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scientific article
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| English | Some results on pointwise second-order necessary conditions for stochastic optimal controls |
scientific article |
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Some results on pointwise second-order necessary conditions for stochastic optimal controls (English)
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13 May 2016
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stochastic optimal control
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needle variation
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Pontryagin-type maximum principle
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pointwise second-order necessary condition
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Malliavin calculus
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0.9650149941444396
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0.9620305299758912
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0.9441994428634644
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0.923378050327301
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0.8886781930923462
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