Optimal control of backward doubly stochastic system
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Publication:5221107
DOI10.1049/IET-CTA.2018.6249zbMath1432.93386OpenAlexW2944595841MaRDI QIDQ5221107
Publication date: 24 March 2020
Published in: IET Control Theory & Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1049/iet-cta.2018.6249
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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