On the stochastic maximum principle

DOI10.1016/0022-247X(68)90015-2MaRDI QIDQ2559203zbMATH OpenFDO

Authors David D. Sworder

Publication date 1968

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3168214 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• On the Control of Stochastic Systems
• On the Existence of Optimal Feedback Controls
• On the stochastic maximum principle with 'average' constraints
• On the stochastic maximum principle. Fixed time of control

Cited in

(1)

• Discussion on: ``On the continuous time-varying JLQ problem

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