Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations (Q6077090)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7741697
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations |
scientific article; zbMATH DE number 7741697 |
Statements
Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations (English)
0 references
24 September 2023
0 references
differential equations
0 references
optimal control
0 references
optimization
0 references
risk analysis
0 references
stochastic processes
0 references
