A necessary extremality condition for a set-valued stochastic control problem (Q1366318)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A necessary extremality condition for a set-valued stochastic control problem |
scientific article; zbMATH DE number 1059725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A necessary extremality condition for a set-valued stochastic control problem |
scientific article; zbMATH DE number 1059725 |
Statements
A necessary extremality condition for a set-valued stochastic control problem (English)
0 references
1 April 1998
0 references
extremum principle
0 references
stochastic dynamic system
0 references
set-valued drift coefficient
0 references
0 references
