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

From MaRDI portal
scientific article
In more languages
Configure
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)
    15 September 2014
    forward-backward system
    maximum principle
    relaxed control
    singular control

    Identifiers