Necessary and Sufficient Conditions of Optimality for Optimal Control Problems of Forward and Backward Systems
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Publication:3087744
DOI10.1137/S0040585X97984474zbMath1226.60087OpenAlexW2084898298MaRDI QIDQ3087744
Publication date: 16 August 2011
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97984474
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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