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A stochastic maximum principle with dissipativity conditions - MaRDI portal

A stochastic maximum principle with dissipativity conditions (Q255511)

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A stochastic maximum principle with dissipativity conditions
scientific article

    Statements

    title
    A stochastic maximum principle with dissipativity conditions (English)
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    author
    Carlo Orrieri
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    publication date
    9 March 2016
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    zbMATH Keywords
    stochastic maximum principle
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    dissipative systems
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    backward stochastic differential equation
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    stochastic optimal control
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    necessary conditions for optimality
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60H10
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    49K45
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    zbMATH DE Number
    6552481
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    OpenAlex ID
    W2963224929
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    arXiv ID
    1309.7757
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