First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (Q6173808)
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scientific article; zbMATH DE number 7712207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems |
scientific article; zbMATH DE number 7712207 |
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First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (English)
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13 July 2023
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risk-averse stochastic optimal control
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Pontryagin maximum principle
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first-order stochastic necessary optimality conditions
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set-valued analysis
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