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First and second order necessary conditions for stochastic optimal controls

First and second order necessary conditions for stochastic optimal controls

Frankowska, Hélène; Zhang, Haisen; Zhang, Xu

期刊名称Journal of Differential Equations
作者Frankowska, Hélène; Zhang, Haisen; Zhang, Xu
卷第262卷
期第6期
印刷ISSN0022-0396
文件大小1785.47KB
发表时间2017-03
DOI10.1016/j.jde.2016.11.041
页码3689-3736

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