scientific article; zbMATH DE number 4193597

zbMATH Open0723.93082MaRDI QIDQ5202137FDOQ5202137

Authors: Ying Hu 

Publication date: 1990

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

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zbMATH Keywords

Markov type stochastic systemPontryagin type maximum principle for optimal controls

Mathematics Subject Classification ID

Markov processes (60J99) Optimal stochastic control (93E20)

Cited In (7)

• Maximum process problems in optimal control theory
• Maximum principle of optimal stochastic control with terminal state constraint and its application in finance
• Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints
• The maximum principle for stochastic control problem with Markov chain in progressive structure
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• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps

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