scientific article; zbMATH DE number 1304739
From MaRDI portal
Publication:4251573
zbMath0928.93068MaRDI QIDQ4251573
Agamirza E. Bashirov, Nazim Idris Mahmudov
Publication date: 9 January 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic controlPontryagin's maximum principlebackward stochastic differential equationnecessary conditions of optimality
Related Items (9)
Second order necessary conditions of optimality for stochastic systems with variable delay ⋮ The maximum principle for the nonlinear stochastic optimal control problem of switching systems ⋮ Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case ⋮ Stochastic maximum principle for discrete time mean‐field optimal control problems ⋮ First and second order necessary conditions for stochastic optimal controls ⋮ Stochastic singular optimal control problem of switching systems with constraints ⋮ Necessary first-order and second-order optimality conditions in discrete-time stochastic systems ⋮ Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations ⋮ Second-Order Necessary Conditions for Stochastic Optimal Control Problems
This page was built for publication:
