Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893)
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scientific article; zbMATH DE number 6987218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs |
scientific article; zbMATH DE number 6987218 |
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Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (English)
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30 November 2018
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martingale
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optimal control
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backward stochastic differential equation
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maximum principle
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conditions of optimality
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