Necessary conditions for optimality for a diffusion with a non-smooth drift
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Publication:3797083
DOI10.1080/17442508808833521zbMath0651.93077MaRDI QIDQ3797083
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833521
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93C10: Nonlinear systems in control theory
93E20: Optimal stochastic control
60J60: Diffusion processes
49K45: Optimality conditions for problems involving randomness
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