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Q4726159 - MaRDI portal

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scientific article; zbMATH DE number 3999814
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English
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scientific article; zbMATH DE number 3999814

    Statements

    publication date
    1986
    0 references
    zbMATH Keywords
    maximum principle
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    stochastic optimal control
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    necessary conditions
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    martingale representation
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49K45
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    93-02
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    60H10
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    60J60
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    zbMATH DE Number
    3999814
    0 references
     
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