Stochastic maximum principle for optimal control with multiple priors
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Publication:2440025
DOI10.1016/j.sysconle.2013.12.001zbMath1283.93323MaRDI QIDQ2440025
Publication date: 26 March 2014
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2013.12.001
60J65: Brownian motion
93E20: Optimal stochastic control
49K45: Optimality conditions for problems involving randomness
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