scientific article; zbMATH DE number 3856975

MaRDI QIDQ3325613zbMATH OpenFDO

Authors Constantin Vârsan

Publication date 1984

zbMATH Keywords

local maximum principlerelaxed controls

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Recommendations

• A General Stochastic Maximum Principle for Optimal Control Problems
• scientific article; zbMATH DE number 4104847
• The relaxed general maximum principle for singular optimal control of diffusions
• scientific article; zbMATH DE number 3999814
• General necessary conditions for partially observed optimal stochastic controls

Cited in

(10)

• Optimal control of diffusions
• Optimal control of diffusions with hard terminal state restrictions
• scientific article; zbMATH DE number 4149013 (Why is no real title available?)
• scientific article; zbMATH DE number 4059269 (Why is no real title available?)
• scientific article; zbMATH DE number 4104847 (Why is no real title available?)
• scientific article; zbMATH DE number 821976 (Why is no real title available?)
• scientific article; zbMATH DE number 3285827 (Why is no real title available?)
• Continuous dependence and time change for Ito equations
• On time-inhomogeneous controlled diffusion processes in domains
• On the dynamic programming principle for controlled diffusion processes in a cylindrical region

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3325613)