First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (Q5043527)
From MaRDI portal
scientific article; zbMATH DE number 7596522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems |
scientific article; zbMATH DE number 7596522 |
Statements
First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems (English)
0 references
6 October 2022
0 references
discrete-time backward stochastic equations
0 references
necessary optimality conditions
0 references
discrete-time stochastic systems
0 references
singular and quasi-singular controls
0 references
0 references
0 references
0 references
0 references
0 references
