Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552)
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scientific article; zbMATH DE number 7293642
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| English | Optimality conditions in variational form for non-linear constrained stochastic control problems |
scientific article; zbMATH DE number 7293642 |
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Optimality conditions in variational form for non-linear constrained stochastic control problems (English)
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13 January 2021
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stochastic optimal control
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optimality conditions
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augmented Lagrangian method
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mean-field-type control
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relaxation
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0.9260579
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0.9236981
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0.9236124
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0.92354816
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0.92346776
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