Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control

Dynamic programming (90C39) Model systems in control theory (93C99) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Cited In (30)

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Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions
The invariant distribution of wealth and employment status in a small open economy with precautionary savings
A representation theory for the impulse control of jump processes
A differential delay equation with wideband noise perturbations
Title not available (Why is that?)
Martingale approach to stochastic differential games of control and stopping
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A local analysis of N-sector capital accumulation under uncertainty
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Control problem for diffusion-type random fields

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