The maximum principle for stochastic differential systems with general cost functional (Q254612): Difference between revisions

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+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
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+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / zbMATH DE Number @@
+6551929
@@ Property / zbMATH DE Number: 6551929 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic differential equations
@@ Property / zbMATH Keywords: stochastic differential equations / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic maximum principle
@@ Property / zbMATH Keywords: stochastic maximum principle / rank @@
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@@ Property / zbMATH Keywords @@
+Hamilton systems
@@ Property / zbMATH Keywords: Hamilton systems / rank @@
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+https://doi.org/10.1016/j.sysconle.2016.01.001
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+W2281061786
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@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
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@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation
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@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
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@@ Property / cites work @@
+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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@@ Property / cites work @@
+Dynamic programming principle for stochastic recursive optimal control problem with delayed systems
+Normal rank
@@ Property / cites work @@
+Q3707054
@@ Property / cites work: Q3707054 / rank @@
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@@ Property / cites work @@
+A quasi-sure approach to the control of non-Markovian stochastic differential equations
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@@ Property / cites work @@
+Q4148534
@@ Property / cites work: Q4148534 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:254612