DOI10.1007/BF00971351zbMath0606.93069MaRDI QIDQ1085134
Robert J. Elliott, Ata N. Al-Hussaini
Publication date: 1986 Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
zbMATH Keywords
jump processes; minimum principle
Mathematics Subject Classification ID
93E20: Optimal stochastic control
49K45: Optimality conditions for problems involving randomness
Cites Work