scientific article; zbMATH DE number 1304739
From MaRDI portal
Publication:4251573
Cited in
(15)- Necessary first-order and second-order optimality conditions in discrete-time stochastic systems
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems
- Second order necessary conditions of optimality for stochastic systems with variable delay
- Second-Order Necessary Conditions for Stochastic Optimal Control Problems
- Second order necessary conditions for optimal control problems of stochastic evolution equations
- First and second order necessary conditions for stochastic optimal controls
- First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems
- Pointwise second-order necessary conditions for stochastic optimal controls. II: The general case
- Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type
- Stochastic singular optimal control problem of switching systems with constraints
- Stochastic maximum principle for discrete time mean‐field optimal control problems
- Pontryagin maximum principle for fractional delay differential equations and controlled weakly singular Volterra delay integral equations
- Robust pointwise second-order necessary conditions for singular stochastic optimal control with model uncertainty
- A stochastic maximum principle for general mean-field system with constraints
- Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4251573)
