A Survey of Second Order Necessary Conditions for Stochastic Optimal Controls

ZHANG Haisen,ZHANG Xu

Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (2) : 228-265.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (2) : 228-265. DOI: 10.12341/jssms13585

A Survey of Second Order Necessary Conditions for Stochastic Optimal Controls

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2019, 39(2): 228-265 https://doi.org/10.12341/jssms13585

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