First-order and second-order necessary optimality conditions for discrete-time stochastic systems with delay (Q5087216)
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scientific article; zbMATH DE number 7554853
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| English | First-order and second-order necessary optimality conditions for discrete-time stochastic systems with delay |
scientific article; zbMATH DE number 7554853 |
Statements
First-order and second-order necessary optimality conditions for discrete-time stochastic systems with delay (English)
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8 July 2022
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discrete-time stochastic systems
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necessary optimality conditions
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discrete-time backward stochastic equations
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quasi-singular control
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0.9344608187675476
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0.92078959941864
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0.9072365164756776
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0.8932845592498779
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0.8756486773490906
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