Stochastic controls of relaxed-singular problems (Q5402781)
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scientific article; zbMATH DE number 6270539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic controls of relaxed-singular problems |
scientific article; zbMATH DE number 6270539 |
Statements
Stochastic controls of relaxed-singular problems (English)
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17 March 2014
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stochastic differential equation
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relaxed-singular control
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optimal control
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maximum principle
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adjoint equation
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variational inequality
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variational principle
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