scientific article

zbMath0497.93062MaRDI QIDQ3962903

Ulrich G. Haussmann

Publication date: 1982

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

zbMATH Keywords

extremal controlscontrolled diffusionsoptimality conditions of Pontryagin's type

Mathematics Subject Classification ID

Brownian motion (60J65) Optimal stochastic control (93E20) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45)

Related Items (4)

The optimal control of diffusions ⋮ On the approximation of optimal stochastic controls ⋮ Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals ⋮ Lagrange approach to the optimal control of diffusions

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