On the stochastic maximum principle with 'average' constraints (Q2528710): Difference between revisions

@@ Property / author @@
+Harold J. Kushner
@@ Property / author: Harold J. Kushner / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+A maximum principle for stochastic control systems
+Normal rank
@@ Property / cites work @@
+On stochastic problems: Calculus
@@ Property / cites work: On stochastic problems: Calculus / rank @@
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@@ Property / cites work @@
+Q3285814
@@ Property / cites work: Q3285814 / rank @@
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@@ Property / cites work @@
+Q3038370
@@ Property / cites work: Q3038370 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5842044
@@ Property / cites work: Q5842044 / rank @@
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@@ Property / cites work @@
+On the Existence of Optimal Stochastic Controls
@@ Property / cites work: On the Existence of Optimal Stochastic Controls / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0022-247x(65)90050-8
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@@ Property / OpenAlex ID @@
+W2031761214
@@ Property / OpenAlex ID: W2031761214 / rank @@
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