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Stochastic time-optimal control problems - MaRDI portal

Stochastic time-optimal control problems (Q3823498)

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scientific article
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English
Stochastic time-optimal control problems
scientific article

    Statements

    title
    Stochastic time-optimal control problems (English)
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    publication date
    1988
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    zbMATH Keywords
    stochastic time-optimal
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    stochastic differential equations
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    necessary condition of optimality
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    sufficient condition of optimality
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49K45
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    60H10
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    49L20
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    zbMATH DE Number
    4097267
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    OpenAlex ID
    W4234691564
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