Generalized gradient in weak maximum principle with non-differentiable drift (Q4904152)
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scientific article; zbMATH DE number 6131603
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| English | Generalized gradient in weak maximum principle with non-differentiable drift |
scientific article; zbMATH DE number 6131603 |
Statements
28 January 2013
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stochastic maximum principle
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controlled diffusion
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generalized gradient
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non-differentiable drift
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Ekeland's variational principle
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convex control domain
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0.8475695252418518
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0.8410278558731079
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0.8237199187278748
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0.7969176173210144
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