Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854)
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scientific article; zbMATH DE number 6344489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems |
scientific article; zbMATH DE number 6344489 |
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Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (English)
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15 September 2014
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forward-backward system
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maximum principle
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relaxed control
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singular control
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