Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps (Q4308546)
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scientific article; zbMATH DE number 647829
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps |
scientific article; zbMATH DE number 647829 |
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Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps (English)
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29 August 1999
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maximum principle
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Poisson point process
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Lebesgue integral
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