scientific article; zbMATH DE number 4149013

MaRDI QIDQ3479110zbMATH OpenFDO

Authors Shige Peng

Publication date 1990

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)

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