Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (Q3423719)

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Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales
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    Statements

    title
    Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales (English)
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    author
    Nils Chr. Framstad
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    publication date
    15 February 2007
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    zbMATH Keywords
    optimal control
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    semimartingales
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    sufficient maximum principle
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49K45
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    60G48
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    60H10
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    91G80
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    zbMATH DE Number
    5126845
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