scientific article; zbMATH DE number 3878823

MaRDI QIDQ3343900zbMATH OpenFDO

Authors Ulrich G. Haussmann

Publication date 1984

zbMATH Keywords

HamiltonianPontrjagin maximum principle

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Diffusion processes (60J60) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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Cited in

(8)

• On extremal solutions to stochastic control problems. II
• Avoiding extremes using partial control
• A simple stochastic control problem with anticipation
• Extremum conditions for a multistep stochastic programming problem with smooth constraints
• Extremum Seeking Control with Two-Sided Stochastic Perturbations
• Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems
• A new theory and the efficient methods of solution of strong, pathwise, stochastic variational problems
• Some extremal problems arising from discrete control processes

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