Stochastic optimal control problem for switching systems with constraints (Q5364312)
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scientific article; zbMATH DE number 6785534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control problem for switching systems with constraints |
scientific article; zbMATH DE number 6785534 |
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Stochastic optimal control problem for switching systems with constraints (English)
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4 October 2017
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stochastic differential equations
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stochastic control systems
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optimal control problem
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maximum principle
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switching system
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switching law
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