On the stochastic maximum principle in Banach space

DOI10.1016/0022-1236(73)90047-5MaRDI QIDQ1211030zbMATH OpenOpenAlexFDO

Authors Hui-Hsiung Kuo

Publication date 1973

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-1236(73)90047-5

Mathematics Subject Classification ID

Existence theories for problems in abstract spaces (49J27) Optimality conditions for problems in abstract spaces (49K27) Optimal stochastic control (93E20)

Cites work

• A Stochastic Maximum Principle
• scientific article; zbMATH DE number 3167340 (Why is no real title available?)
• scientific article; zbMATH DE number 3222151 (Why is no real title available?)
• scientific article; zbMATH DE number 3233253 (Why is no real title available?)
• scientific article; zbMATH DE number 3299219 (Why is no real title available?)
• On operator-valued stochastic integrals
• On the stochastic maximum principle. Fixed time of control
• Optimal Continuous-Parameter Stochastic Control
• Optimal Control of Partially Observable Diffusions
• Stochastic Control: A Function Space Approach
• Stochastic integrals in abstract Wiener space

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