Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon (Q1797131)

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scientific article; zbMATH DE number 6957845
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Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon
scientific article; zbMATH DE number 6957845

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    Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon (English)
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    17 October 2018
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    Pareto optimality
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    stochastic systems
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    cooperative differential game
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    LQ stochastic optimal control theory
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