The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (Q5467647)
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scientific article; zbMATH DE number 5026173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients |
scientific article; zbMATH DE number 5026173 |
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24 May 2006
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stochastic maximum principle
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optimal control
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singular diffusion
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variational equation
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The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients (English)
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