A Stochastic Maximum Principle

DOI10.1137/0314052MaRDI QIDQ4101717zbMATH OpenOpenAlexFDO

Authors Virginia M. Warfield

Publication date 1976

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0314052

Mathematics Subject Classification ID

Optimality conditions (49K99) Optimal stochastic control (93E20)

Cited in

(4)

• On the stochastic maximum principle in Banach space
• On the optimal control of integral-functional equations
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Optimal control of certain hyperbolic and integral stochastic equations

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