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An infinite-horizon stochastic discrete-time Pontryagin principle - MaRDI portal

An infinite-horizon stochastic discrete-time Pontryagin principle (Q419866)

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scientific article; zbMATH DE number 6036815
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English
An infinite-horizon stochastic discrete-time Pontryagin principle
scientific article; zbMATH DE number 6036815

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    An infinite-horizon stochastic discrete-time Pontryagin principle (English)
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    20 May 2012
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    infinite-horizon optimal control
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    discrete time
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    stochastic Pontryagin principle
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