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Q4438218 - MaRDI portal

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scientific article; zbMATH DE number 2015383
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English
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scientific article; zbMATH DE number 2015383

    Statements

    publication date
    2002
    0 references
    zbMATH Keywords
    stochastic maximum principle
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    Brownian motion
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    Mayer problem
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    Hamiltonian form
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    minimax problem
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    control-dependent diffusion
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    second-order adjoint stochastic processes
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    robust optimal control
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    tent method
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    Identifiers

    zbMATH DE Number
    2015383
    0 references
     
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