THE RELAXED STOCHASTIC MAXIMUM PRINCIPLE IN SINGULAR OPTIMAL CONTROL OF DIFFUSIONS

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Bibliographic Details
Published in:SIAM journal on control and optimization 2008, Vol.46 (2), p.427-444
Main Authors: BAHLALI, Seid, DJEHICHE, Boualem, MEZERDI, Brahim
Format: Article
Language:English
Subjects:
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Optimal control
Online Access:Get full text
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ISSN:0363-0129
1095-7138