Maximum principles for discrete-time nonlinear stochastic control systems

DOI10.1080/02331939308843894MaRDI QIDQ3835673zbMATH OpenOpenAlexFDO

Authors Hans-Otfried Müller

Publication date 13 July 1995

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939308843894

zbMATH Keywords

discrete maximum principlediscrete-time stochastic control systemsoptimality conditions

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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