Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems (Q5320751)
From MaRDI portal
scientific article; zbMATH DE number 5582105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems |
scientific article; zbMATH DE number 5582105 |
Statements
Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems (English)
0 references
22 July 2009
0 references
stochastic differential equation
0 references
strict control
0 references
relaxed control
0 references
maximum principle
0 references
adjoint process
0 references
variational inequality
0 references
