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"Pointwise Second-order Necessary Conditions for Stochastic Optimal ..."

Haisen Zhang, Xu Zhang (2015)

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DOI: 10.1137/14098627X

access: closed

type: Journal Article

metadata version: 2020-07-09

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Haisen Zhang, Xu Zhang:
Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint. SIAM J. Control. Optim. 53(4): 2267-2296 (2015)

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