First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (Q5043527)
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scientific article; zbMATH DE number 7596522
Language | Label | Description | Also known as |
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English | First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems |
scientific article; zbMATH DE number 7596522 |
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First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (English)
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6 October 2022
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discrete-time backward stochastic equations
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necessary optimality conditions
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discrete-time stochastic systems
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singular and quasi-singular controls
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