Optimal control of a setvalued stochastic dynamic system

DOI10.1080/02331939508844145MaRDI QIDQ4859834zbMATH OpenOpenAlexFDO

Authors Hagen Fritsch

Publication date 7 January 1996

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939508844145

zbMATH Keywords

necessary conditionsoptimality conditionssetvalued driftstochastic differential inclusion

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• A stochastic filippov theorem
• An Introductory Approach to Duality in Optimal Stochastic Control
• Conjugate convex functions in optimal stochastic control
• scientific article; zbMATH DE number 3855514 (Why is no real title available?)
• scientific article; zbMATH DE number 4062005 (Why is no real title available?)
• On the Stochastic Maximum Principle
• On the stochastic maximum principle. Fixed time of control
• Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work

Cited in

(8)

• A necessary extremality condition for a set-valued stochastic control problem
• Optimal control of moving sets
• Stable Optimal Control and Semicontractive Dynamic Programming
• scientific article; zbMATH DE number 4093332 (Why is no real title available?)
• scientific article; zbMATH DE number 53440 (Why is no real title available?)
• A Deterministic Approach To Stochastic Optimal Control With Application To Anticipative Control
• Time discretization of a setvalued stochastic dynamic system
• scientific article; zbMATH DE number 7329815 (Why is no real title available?)

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