On the stochastic maximum principle in Banach space

DOI10.1016/0022-1236(73)90047-5zbMath0289.93061OpenAlexW2063198133MaRDI QIDQ1211030

Hui-Hsiung Kuo

Publication date: 1973

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(73)90047-5

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence theories for problems in abstract spaces (49J27) Optimality conditions for problems in abstract spaces (49K27)

Cites Work

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• On the stochastic maximum principle. Fixed time of control
• Stochastic integrals in abstract Wiener space
• A Stochastic Maximum Principle
• Optimal Control of Partially Observable Diffusions
• Optimal Continuous-Parameter Stochastic Control
• Stochastic Control: A Function Space Approach
• On operator-valued stochastic integrals

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