On the Adjoint Process for Optimal Control of Diffusion Processes (Q3909591)
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scientific article; zbMATH DE number 3719871
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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1981
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Markov process maximum principal
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adjoint equation
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