scientific article; zbMATH DE number 3650437

zbMATH Open0417.93079MaRDI QIDQ3208554FDOQ3208554

Authors: Robert J. Elliott 

Publication date: 1979

Title of this publication is not available (Why is that?)

zbMATH Keywords

semimartingaleoptimal controljump processesstochastic integralIto processesnecessary minimum principle

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Optimal stochastic control (93E20)

Cited In (1)

• Stochastic control by measure transformation: A general existence result

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