scientific article; zbMATH DE number 4098159

MaRDI QIDQ3824949zbMATH OpenFDO

Authors Nikolai Dokuchaev

Publication date 1988

zbMATH Keywords

necessary optimality conditionsPontryagin's maximum principletransversality conditions

Mathematics Subject Classification ID

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

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Cited in

(2)

• Necessity of transversality conditions for stochastic problems.
• Theory of optimal control in the works of V.A. Yakubovich

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