First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints
From MaRDI portal
Publication:2288038
DOI10.1016/j.jde.2019.09.045zbMath1440.93265arXiv1901.06517OpenAlexW2977281086WikidataQ127184796 ScholiaQ127184796MaRDI QIDQ2288038
Publication date: 16 January 2020
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.06517
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)
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