scientific article

zbMath0486.49013MaRDI QIDQ3946688

Jürgen Franke

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bang-bang controlPontryagin's maximum principlerandom terminal timeFitzwilliam Street problemopen loop representation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

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