scientific article; zbMATH DE number 3624314
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Publication:4186907
zbMATH Open0402.49019MaRDI QIDQ4186907FDOQ4186907
Authors: Mou-Hsiung Chang
Publication date: 1979
Title of this publication is not available (Why is that?)
Pontryagin Maximum PrincipleNecessary Condition for OptimalityNormalized M-Dimensional Wiener ProcessStochastic Functional Equation of Ito's Type
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)
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