Maximum principles for discrete-time nonlinear stochastic control systems
From MaRDI portal
Publication:3835673
DOI10.1080/02331939308843894zbMATH Open0816.49020OpenAlexW2003543464MaRDI QIDQ3835673FDOQ3835673
Authors: Hans-Otfried Müller 
Publication date: 13 July 1995
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939308843894
Recommendations
- Zum maximumprinzip für zeitdlskrete semilineare steiierbare stochastische dynaraische systeme
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game
- scientific article; zbMATH DE number 591276
- scientific article; zbMATH DE number 4127959
- A General Stochastic Maximum Principle for Optimal Control Problems
Cites Work
Cited In (14)
- Zum maximumprinzip für zeitdlskrete semilineare steiierbare stochastische dynaraische systeme
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game
- Title not available (Why is that?)
- A general stochastic maximum principle for discrete-time mean-field optimal controls
- The maximum principle for discrete-time control systems and applications to dynamic games
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the sufficiency of the linear maximum principle for discrete-time control problems
- Title not available (Why is that?)
- Maximum principle for discrete-time stochastic control problem of mean-field type
- Maximum principle of discrete stochastic control system driven by both fractional noise and white noise
- Title not available (Why is that?)
- The general maximum principle for discrete-time stochastic control problems
- Necessary first-order and second-order optimality conditions in discrete-time stochastic systems
This page was built for publication: Maximum principles for discrete-time nonlinear stochastic control systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3835673)
