On the Adjoint Process for Optimal Control of Diffusion Processes (Q3909591)

From MaRDI portal





scientific article; zbMATH DE number 3719871
Language Label Description Also known as
default for all languages
No label defined
    English
    On the Adjoint Process for Optimal Control of Diffusion Processes
    scientific article; zbMATH DE number 3719871

      Statements

      On the Adjoint Process for Optimal Control of Diffusion Processes (English)
      0 references
      1981
      0 references
      Markov process maximum principal
      0 references
      adjoint equation
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references