The maximum principle for a stochastic optimal control system in the absence of linear structure (Q3132418)
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scientific article; zbMATH DE number 6831840
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| English | The maximum principle for a stochastic optimal control system in the absence of linear structure |
scientific article; zbMATH DE number 6831840 |
Statements
29 January 2018
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Pontryagin's maximum principle
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optimal control
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stochastic Hamilton system
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0.8645340204238892
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0.8643352389335632
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0.8319093585014343
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0.8309870958328247
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