On the stochastic maximum principle in Banach space
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Publication:1211030
DOI10.1016/0022-1236(73)90047-5zbMath0289.93061MaRDI QIDQ1211030
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
93E20: Optimal stochastic control
49J27: Existence theories for problems in abstract spaces
49K27: Optimality conditions for problems in abstract spaces
Cites Work
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- Optimal Continuous-Parameter Stochastic Control
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- On operator-valued stochastic integrals