Approximation and optimality necessary conditions in relaxed stochastic control problems
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Publication:995846
DOI10.1155/JAMSA/2006/72762zbMath1119.49027MaRDI QIDQ995846
Brahim Mezerdi, Boualem Djehiche, Seid Bahlali
Publication date: 10 September 2007
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/53388
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93C10: Nonlinear systems in control theory
93E20: Optimal stochastic control
93C15: Control/observation systems governed by ordinary differential equations
49K45: Optimality conditions for problems involving randomness
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