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A General Stochastic Maximum Principle for Optimal Control Problems - MaRDI portal

A General Stochastic Maximum Principle for Optimal Control Problems (Q3197740)

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A General Stochastic Maximum Principle for Optimal Control Problems
scientific article

    Statements

    title
    A General Stochastic Maximum Principle for Optimal Control Problems (English)
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    author
    Shige Peng
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    publication date
    1990
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    zbMATH Keywords
    nonlinear stochastic optimal control problems
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    Identifiers

    DOI
    10.1137/0328054
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    Mathematics Subject Classification ID
    93E20
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    60H10
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    49K45
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    zbMATH DE Number
    4172889
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    OpenAlex ID
    W2033603136
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