On the Minimum Principle for Controlled Diffusions on Manifolds (Q3472034)
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scientific article; zbMATH DE number 4139662
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| English | On the Minimum Principle for Controlled Diffusions on Manifolds |
scientific article; zbMATH DE number 4139662 |
Statements
On the Minimum Principle for Controlled Diffusions on Manifolds (English)
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1989
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dynamic programming
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adjoint variable
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stochastic minimum principle
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0.8158921003341675
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0.8138518333435059
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0.8138518333435059
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