A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653)

From MaRDI portal





scientific article; zbMATH DE number 7765059
Language Label Description Also known as
default for all languages
No label defined
    English
    A maximum principle for discrete-time stochastic optimal control problemE20 with delay
    scientific article; zbMATH DE number 7765059

      Statements

      A maximum principle for discrete-time stochastic optimal control problemE20 with delay (English)
      0 references
      0 references
      0 references
      0 references
      14 November 2023
      0 references
      discrete-time system
      0 references
      maximum principle
      0 references
      stochastic difference delayed equation
      0 references
      adjoint operator
      0 references
      0 references

      Identifiers