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

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+A maximum principle for stochastic control systems
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+On stochastic problems: Calculus
@@ Property / cites work: On stochastic problems: Calculus / rank @@
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+Q3285814
@@ Property / cites work: Q3285814 / rank @@
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+Q3038370
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+Q5842044
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+On the Existence of Optimal Stochastic Controls
@@ Property / cites work: On the Existence of Optimal Stochastic Controls / rank @@
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