Pointwise second-order necessary conditions for stochastic optimal controls. I: The case of convex control constraint (Q5502188)
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scientific article; zbMATH DE number 6473222
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| English | Pointwise second-order necessary conditions for stochastic optimal controls. I: The case of convex control constraint |
scientific article; zbMATH DE number 6473222 |
Statements
Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint (English)
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18 August 2015
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stochastic optimal control
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pointwise second-order necessary conditions
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Malliavin calculus
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variational equation
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adjoint equation
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0.9602551460266112
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0.9441994428634644
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0.9317574501037598
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0.93041729927063
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0.895959734916687
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