Existence Theory for a Stochastic Bolza Problem (Q3801464)
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scientific article; zbMATH DE number 4068764
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| default for all languages | No label defined |
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| English | Existence Theory for a Stochastic Bolza Problem |
scientific article; zbMATH DE number 4068764 |
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Existence Theory for a Stochastic Bolza Problem (English)
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1987
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fixed time interval
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controlled stochastic systems
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existence of optimal open-loop control laws
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superquadratic growth condition
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continuous-time
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0.8283424377441406
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0.8235732913017273
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0.8177152872085571
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