First and second order necessary conditions for stochastic optimal controls (Q501633)
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scientific article; zbMATH DE number 6672903
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| English | First and second order necessary conditions for stochastic optimal controls |
scientific article; zbMATH DE number 6672903 |
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First and second order necessary conditions for stochastic optimal controls (English)
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9 January 2017
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stochastic optimal control
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Malliavin calculus
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necessary conditions
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adjacent cone
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variational equation
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adjoint equation
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0.91789311170578
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0.9059534072875975
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0.9043541550636292
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0.898940920829773
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