Second-Order Necessary Conditions for Stochastic Optimal Control Problems (Q3133146)
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scientific article; zbMATH DE number 6837607
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| English | Second-Order Necessary Conditions for Stochastic Optimal Control Problems |
scientific article; zbMATH DE number 6837607 |
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Second-Order Necessary Conditions for Stochastic Optimal Control Problems (English)
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13 February 2018
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stochastic optimal control
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Malliavin calculus
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pointwise second-order necessary condition
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variational equation
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adjoint equation
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0.9790404
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0.97751915
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0.9740579
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0.97117966
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0.9553945
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