Martingale conditions for the optimal control of continuous time stochastic systems (Q800033)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Martingale conditions for the optimal control of continuous time stochastic systems |
scientific article; zbMATH DE number 3876312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale conditions for the optimal control of continuous time stochastic systems |
scientific article; zbMATH DE number 3876312 |
Statements
Martingale conditions for the optimal control of continuous time stochastic systems (English)
0 references
1984
0 references
martingale condition
0 references
continuous time control problem
0 references
0 references
