Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510)
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scientific article; zbMATH DE number 7569667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for optimal control problem with a stopping time cost functional |
scientific article; zbMATH DE number 7569667 |
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Stochastic maximum principle for optimal control problem with a stopping time cost functional (English)
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9 August 2022
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stochastic differential equations
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stochastic maximum principle
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stopping time
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