Optimization of stochastic jump diffusion systems nonlinear in the control (Q2096165)
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scientific article; zbMATH DE number 7617775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of stochastic jump diffusion systems nonlinear in the control |
scientific article; zbMATH DE number 7617775 |
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Optimization of stochastic jump diffusion systems nonlinear in the control (English)
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16 November 2022
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jump diffusion
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nonlinear control systems
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local optimality condition
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successive improvement
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