Final value optimal stochastic control problem with bounded controller.

DOI10.2514/3.4216MaRDI QIDQ5584308zbMATH OpenOpenAlexFDO

Authors

Publication date 1967

Published in AIAA Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.4216

zbMATH Keywords

control theory

Cited in

(2)

• Optimal stochastic control
• Maximum principle for stochastic control of SDEs with measurable drifts

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