The general relaxed control problem of fully coupled forward–backward doubly system
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization,Modelling and Simulation,Numerical Analysis
Link
http://link.springer.com/content/pdf/10.1007/s40324-016-0076-y.pdf
Reference21 articles.
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3. Bahlali, S.: Necessary and sufficient optimality conditions for relaxed and strict control problems. SIAM J Control Optim. 47(4), 2078–2095 (2008)
4. Bahlali, S., Chala, A.: A general optimality conditions for stochastic control problems of jump diffusions. Appl. Math. Optim. 65(1), 15–29 (2012)
5. Bahlali, S., Chala, A.: The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients. Random Oper. Stoch. Equ. 18(1), 1–10 (2005)
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