The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685)
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scientific article; zbMATH DE number 5855801
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| English | The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients |
scientific article; zbMATH DE number 5855801 |
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The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (English)
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22 February 2011
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stochastic differential equation
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optimal control
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maximum principle
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non-smooth coefficient
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0.9112207889556884
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0.8664945960044861
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0.8634403944015503
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0.8413630127906799
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0.8200665712356567
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