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Publication:3315421
zbMath0532.93067MaRDI QIDQ3315421
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum principleadjoint systemlocal variationsEuler inequalityconvex control setnonlinear Ito equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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