scientific article; zbMATH DE number 4203142

MaRDI QIDQ3352041zbMATH OpenFDO

Authors I. P. Smirnov

Publication date 1990

zbMATH Keywords

necessary optimality conditionnon-smooth (in the state variables) payoff functionalPontryagin's maximum principlestochastic differential Ito equations

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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Cited in

(1)

• Characterization of optimality for controlled diffusion processes

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