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A maximum principle for discrete-time stochastic optimal control problemE20 with delay - MaRDI portal

A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653)

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scientific article; zbMATH DE number 7765059
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A maximum principle for discrete-time stochastic optimal control problemE20 with delay
scientific article; zbMATH DE number 7765059

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    A maximum principle for discrete-time stochastic optimal control problemE20 with delay (English)
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    14 November 2023
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    discrete-time system
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    maximum principle
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    stochastic difference delayed equation
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    adjoint operator
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