Maximum principles for discrete-time nonlinear stochastic control systems (Q3835673)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principles for discrete-time nonlinear stochastic control systems |
scientific article |
Statements
Maximum principles for discrete-time nonlinear stochastic control systems (English)
0 references
13 July 1995
0 references
discrete maximum principle
0 references
discrete-time stochastic control systems
0 references
optimality conditions
0 references
0 references
