Maximum principle for optimal control of stochastic system of functional type
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Publication:5687773
DOI10.1080/07362999608809440zbMath0863.93084OpenAlexW1975039781MaRDI QIDQ5687773
Publication date: 10 June 1997
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999608809440
maximum principlestochastic optimal controladjoint equationsemilinear stochastic evolution control systemsstochastic system of functional type
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