First and second order necessary conditions for stochastic optimal control problems (Q442561)
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scientific article; zbMATH DE number 6062894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First and second order necessary conditions for stochastic optimal control problems |
scientific article; zbMATH DE number 6062894 |
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First and second order necessary conditions for stochastic optimal control problems (English)
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1 August 2012
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stochastic optimal control
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variational approach
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first and second order optimality conditions
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polyhedric constraints
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final state constraints
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