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Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems - MaRDI portal

Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems (Q5265925)

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scientific article; zbMATH DE number 6467516
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English
Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems
scientific article; zbMATH DE number 6467516

    Statements

    Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems (English)
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    29 July 2015
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    maximum principle
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    wide band noise
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    white noise
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    stochastic system
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