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Optimal control of a setvalued stochastic dynamic system - MaRDI portal

Optimal control of a setvalued stochastic dynamic system (Q4859834)

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scientific article; zbMATH DE number 830347
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Optimal control of a setvalued stochastic dynamic system
scientific article; zbMATH DE number 830347

    Statements

    Optimal control of a setvalued stochastic dynamic system (English)
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    7 January 1996
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    necessary conditions
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    optimality conditions
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    stochastic differential inclusion
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    setvalued drift
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