A necessary extremality condition for a set-valued stochastic control problem

DOI10.1007/BF01199462MaRDI QIDQ1366318zbMATH OpenOpenAlexFDO

Authors Hagen Fritsch

Publication date 1 April 1998

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01199462

zbMATH Keywords

stochastic dynamic systemextremum principleset-valued drift coefficient

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3137662 (Why is no real title available?)
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• A stochastic filippov theorem
• Convex Analysis
• On the solution of stochastic differential inclusion
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• Optimal control of a setvalued stochastic dynamic system
• Set-valued analysis

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