A varying terminal time structure for stochastic optimal control under constrained condition (Q4990859)
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scientific article; zbMATH DE number 7352891
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A varying terminal time structure for stochastic optimal control under constrained condition |
scientific article; zbMATH DE number 7352891 |
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A varying terminal time structure for stochastic optimal control under constrained condition (English)
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31 May 2021
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stochastic differential equation
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stochastic maximum principle
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varying terminal time
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