The general maximum principle for discrete-time stochastic control problems
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Publication:6537291
DOI10.1016/j.automatica.2023.111338zbMATH Open1539.93204MaRDI QIDQ6537291
Publication date: 14 May 2024
Published in: Automatica (Search for Journal in Brave)
Cites Work
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- Maximum principles for discrete-time nonlinear stochastic control systems
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- Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems
- A Maximum Principle for Optimal Control of Stochastic Evolution Equations
- Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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