Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems (Q5320751)

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scientific article; zbMATH DE number 5582105
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    Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems
    scientific article; zbMATH DE number 5582105

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      Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems (English)
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      22 July 2009
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      stochastic differential equation
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      strict control
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      relaxed control
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      maximum principle
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      adjoint process
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      variational inequality
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