Publication:3865995

zbMath0428.93075MaRDI QIDQ3865995

David D. Sworder, Brian H. Kawauchi

Publication date: 1979

zbMATH Keywords

cost functions

Mathematics Subject Classification ID

93E20: Optimal stochastic control

49K45: Optimality conditions for problems involving randomness

49J55: Existence of optimal solutions to problems involving randomness