Stochastic maximum principle for square-integrable optimal control of linear stochastic systems (Q6632206)
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scientific article; zbMATH DE number 7938235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for square-integrable optimal control of linear stochastic systems |
scientific article; zbMATH DE number 7938235 |
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Stochastic maximum principle for square-integrable optimal control of linear stochastic systems (English)
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4 November 2024
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linear stochastic systems
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stochastic maximum principle
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optimal control
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square integrability
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