Optimal control of a setvalued stochastic dynamic system (Q4859834): Difference between revisions

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+https://doi.org/10.1080/02331939508844145
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+W2019737945
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+Q3324260
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+Conjugate convex functions in optimal stochastic control
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+An Introductory Approach to Duality in Optimal Stochastic Control
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+A stochastic filippov theorem
@@ Property / cites work: A stochastic filippov theorem / rank @@
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+On the Stochastic Maximum Principle
@@ Property / cites work: On the Stochastic Maximum Principle / rank @@
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+Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work
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+On the stochastic maximum principle. Fixed time of control
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+Q3796275
@@ Property / cites work: Q3796275 / rank @@
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