Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs |
scientific article |
Statements
Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (English)
0 references
29 May 2007
0 references
forward-backward stochastic differential equation
0 references
optimal control
0 references
maximum principle
0 references
adjoint equation
0 references
variational equation
0 references
0 references
0 references
0 references
