Stochastic singular optimal control problem of switching systems with constraints (Q5964473)
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scientific article; zbMATH DE number 6547232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic singular optimal control problem of switching systems with constraints |
scientific article; zbMATH DE number 6547232 |
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Stochastic singular optimal control problem of switching systems with constraints (English)
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29 February 2016
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stochastic optimal control
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necessary condition of optimality
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singular switching systems
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transversality conditions
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