A General Stochastic Maximum Principle for Optimal Control Problems (Q3197740)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Stochastic Maximum Principle for Optimal Control Problems |
scientific article |
Statements
A General Stochastic Maximum Principle for Optimal Control Problems (English)
0 references
1990
0 references
nonlinear stochastic optimal control problems
0 references
