Necessary stochastic maximum principle for dissipative systems on infinite time horizon∗∗

Author: Orrieri Carlo   Veverka Petr  

Publisher: Edp Sciences

E-ISSN: 1262-3377|23|1|337-371

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.23, Iss.1, 2016-12, pp. : 337-371

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract