Erratum: Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls (Q5346498)
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scientific article; zbMATH DE number 6722989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Erratum: Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls |
scientific article; zbMATH DE number 6722989 |
Statements
Erratum: Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls (English)
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24 May 2017
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stochastic differential equations
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continuous diffusion
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jump processes
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relaxed controls
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existence of optimal controls
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necessary conditions of optimality
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