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Optimization of stochastic jump diffusion systems nonlinear in the control - MaRDI portal

Optimization of stochastic jump diffusion systems nonlinear in the control (Q2096165)

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scientific article; zbMATH DE number 7617775
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English
Optimization of stochastic jump diffusion systems nonlinear in the control
scientific article; zbMATH DE number 7617775

    Statements

    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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