Duality method for multidimensional nonsmooth constrained linear convex stochastic control (Q6869812)
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 8149549
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Duality method for multidimensional nonsmooth constrained linear convex stochastic control |
scientific article; zbMATH DE number 8149549 |
Statements
Duality method for multidimensional nonsmooth constrained linear convex stochastic control (English)
0 references
22 January 2026
0 references
linear convex stochastic control
0 references
random coefficients
0 references
control constraints
0 references
nondifferentiable objective function
0 references
dual stochastic maximum principle
0 references
primal-dual relation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
