scientific article; zbMATH DE number 4149013

zbMATH Open0701.49027MaRDI QIDQ3479110FDOQ3479110

Authors: Shige Peng 

Publication date: 1990

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

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zbMATH Keywords

stochastic maximum principlevariational inequalityrandom valued function

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20)

Cited In (8)

• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach
• Generalized gradient in weak maximum principle with non-differentiable drift
• A minimum principle for stochastic optimal control problem with interval cost function
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• Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
• Title not available (Why is that?)
• The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients
• Title not available (Why is that?)

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