Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints (Q5222867)
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scientific article; zbMATH DE number 7076696
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| English | Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints |
scientific article; zbMATH DE number 7076696 |
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Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints (English)
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4 July 2019
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stochastic optimal control
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local minimizer
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necessary optimality conditions
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inward pointing condition
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0.9201744
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0.9194375
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0.9174178
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0.91314745
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0.91255254
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