Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems
scientific article

    Statements

    Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (English)
    0 references
    0 references
    15 September 2014
    0 references
    forward-backward system
    0 references
    maximum principle
    0 references
    relaxed control
    0 references
    singular control
    0 references
    0 references
    0 references
    0 references

    Identifiers