The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients (Q4698801)
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scientific article; zbMATH DE number 754138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients |
scientific article; zbMATH DE number 754138 |
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The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients (English)
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27 November 1995
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stochastic control
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convex cost
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stochastic maximum principle
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