The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685): Difference between revisions

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+On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients
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+An Introductory Approach to Duality in Optimal Stochastic Control
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+The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients
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+The First Order Necessary Conditions for Nonsmooth Variational and Control Problems
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+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Conjugate convex functions in optimal control and the calculus of variations
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+Necessary conditions without differentiability assumptions in optimal control
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+Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
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