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Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals - MaRDI portal

Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895)

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scientific article; zbMATH DE number 985822
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English
Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals
scientific article; zbMATH DE number 985822

    Statements

    Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (English)
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    28 February 1997
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    Optimal control
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    Variational methods
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    Calculus of variations
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    Lagrange lemma
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