A necessary condition of optimality for uncertain optimal control problem
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Logic,Software
Link
http://link.springer.com/content/pdf/10.1007/s10700-012-9147-4.pdf
Reference16 articles.
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3. Bismut J. M. (1978) An introductory approach to duality in optimal stochastic control. SIAM Review 20(1): 62–78
4. Chen X., Liu B. (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optimization and Decision Making 9(1): 69–81
5. Chighoub F., Djehiche B., Mezerdi B. (2009) The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. Random Operators and Stochastic Equations 17(1): 37–54
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