The maximum principle for optimal control of diffusions with non-smooth coefficients (Q4364130)
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scientific article; zbMATH DE number 1087303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principle for optimal control of diffusions with non-smooth coefficients |
scientific article; zbMATH DE number 1087303 |
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The maximum principle for optimal control of diffusions with non-smooth coefficients (English)
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12 July 1998
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stochastic maximum principle
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nondifferentiable coefficients
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adjoint process
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