Maximum principle for optimal control of stochastic system of functional type (Q5687773)
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scientific article; zbMATH DE number 958497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for optimal control of stochastic system of functional type |
scientific article; zbMATH DE number 958497 |
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Maximum principle for optimal control of stochastic system of functional type (English)
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10 June 1997
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stochastic system of functional type
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stochastic optimal control
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maximum principle
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adjoint equation
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semilinear stochastic evolution control systems
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