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Q4904152 - MaRDI portal

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scientific article; zbMATH DE number 6131603
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scientific article; zbMATH DE number 6131603

    Statements

    author
    Mokhtar Hafayed
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    Syed Abbas
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    publication date
    28 January 2013
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    zbMATH Keywords
    stochastic maximum principle
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    controlled diffusion
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    generalized gradient
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    non-differentiable drift
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    Ekeland's variational principle
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    convex control domain
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    Identifiers

    zbMATH DE Number
    6131603
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