Stochastic maximum principle for optimal control problem of forward and backward system (Q4886319)
From MaRDI portal
scientific article; zbMATH DE number 911958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for optimal control problem of forward and backward system |
scientific article; zbMATH DE number 911958 |
Statements
Stochastic maximum principle for optimal control problem of forward and backward system (English)
0 references
31 July 1996
0 references
maximum principle
0 references
