On the stochastic maximum principle. Fixed time of control

DOI10.1016/0022-247X(65)90070-3zbMath0142.06802MaRDI QIDQ2522752

Harold J. Kushner

Publication date: 1965

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

ordinary differential equations

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Cites Work

• A maximum principle for stochastic control systems
• On stochastic problems: Calculus
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