Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509)
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scientific article; zbMATH DE number 6684492
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| English | Necessary stochastic maximum principle for dissipative systems on infinite time horizon |
scientific article; zbMATH DE number 6684492 |
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Necessary stochastic maximum principle for dissipative systems on infinite time horizon (English)
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14 February 2017
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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 discounted control problem
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infinite time horizon
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necessary conditions for optimality
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0.8440821766853333
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0.8356322646141052
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0.8293654918670654
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0.8264807462692261
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0.8244327902793884
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