Some results on pointwise second-order necessary conditions for stochastic optimal controls (Q283044)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on pointwise second-order necessary conditions for stochastic optimal controls |
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Some results on pointwise second-order necessary conditions for stochastic optimal controls (English)
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13 May 2016
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stochastic optimal control
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needle variation
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Pontryagin-type maximum principle
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pointwise second-order necessary condition
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Malliavin calculus
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