Stochastic maximum principle: a minimizing sequence approach

DOI10.1080/07362999808809520MaRDI QIDQ4385654zbMATH OpenOpenAlexFDO

Authors Negash G. Medhin

Publication date 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999808809520

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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Cites work

• On the variational principle

Cited in

(2)

• scientific article; zbMATH DE number 953309 (Why is no real title available?)
• Minimization theorems and techniques for sequential stochastic machines

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