Maximum principles for discrete-time nonlinear stochastic control systems

DOI10.1080/02331939308843894zbMath0816.49020OpenAlexW2003543464MaRDI QIDQ3835673

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

zbMATH Keywords

optimality conditionsdiscrete maximum principlediscrete-time stochastic control systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (2)

Necessary first-order and second-order optimality conditions in discrete-time stochastic systems ⋮ Maximum principle of discrete stochastic control system driven by both fractional noise and white noise

Cites Work

• Zum maximumprinzip für zeitdlskrete semilineare steiierbare stochastische dynaraische systeme
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