scientific article; zbMATH DE number 3785891

MaRDI QIDQ3963798zbMATH OpenFDO

Authors Michael Kohlmann

Publication date 1982

zbMATH Keywords

bang-bang principle in stochastic controlcharacterization of the laws of submartingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Optimal stochastic control (93E20)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3963798)