scientific article; zbMATH DE number 3784774

zbMATH Open0497.93062MaRDI QIDQ3962903FDOQ3962903

Authors: Ulrich G. Haussmann 

Publication date: 1982

Title of this publication is not available (Why is that?)

zbMATH Keywords

controlled diffusionsextremal controlsoptimality conditions of Pontryagin's type

Mathematics Subject Classification ID

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

Cited In (4)

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

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