scientific article; zbMATH DE number 3902529

MaRDI QIDQ3680729zbMATH OpenFDO

Authors Situ Rong

Publication date 1983

zbMATH Keywords

maximum principlenonconvex stochastic optimal (or almost optimal) control

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Recommendations

• A General Stochastic Maximum Principle for Optimal Control Problems
• scientific article; zbMATH DE number 4149013
• scientific article; zbMATH DE number 3845483
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain
• The maximum principle for some nonlinear stochastic control system with variable structure

Cited in

(10)

• Nonconvexities in a stochastic control problem with learning
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain
• scientific article; zbMATH DE number 4149013 (Why is no real title available?)
• Filippov approach in stochastic maximum principle without differentiability assumptions
• scientific article; zbMATH DE number 4085566 (Why is no real title available?)
• Stochastic maximum principle: a minimizing sequence approach
• The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients
• scientific article; zbMATH DE number 2108936 (Why is no real title available?)
• Nonconvexities in Stochastic Control Models
• Optimality conditions in variational form for non-linear constrained stochastic control problems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3680729)