Optimal stochastic control without convexity conditions in the dynamical equation
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Publication:1226074
DOI10.1007/BF00933132zbMath0326.93032MaRDI QIDQ1226074
Publication date: 1976
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Optimal stochastic control (93E20) Optimality conditions for problems involving ordinary differential equations (49K15)
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