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Publication:3485689
zbMath0705.60048MaRDI QIDQ3485689
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
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Stochastic linear quadratic control problem of switching systems with constraints ⋮ The maximum principle for the nonlinear stochastic optimal control problem of switching systems ⋮ Stochastic singular optimal control problem of switching systems with constraints ⋮ Necessary first-order and second-order optimality conditions in discrete-time stochastic systems ⋮ A stochastic maximum principle with dissipativity conditions
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