An Introductory Approach to Duality in Optimal Stochastic Control
An Introductory Approach to Duality in Optimal Stochastic Control
复制标题
作者：
J. Bismut
本文的目的是比较最近在最优随机控制中获得的结果。各种最大原理被证明源自一般的庞特里亚金原理......
The purpose of this paper is to compare the results which have been recently obtained in optimal stochastic control. Various maximum principles are shown to derive from a general Pontryagin princip...