Optimal stochastic control without convexity conditions in the dynamical equation

DOI10.1007/BF00933132zbMath0326.93032MaRDI QIDQ1226074

Boyarski, Abraham

Publication date: 1976

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Optimal stochastic control (93E20) Optimality conditions for problems involving ordinary differential equations (49K15)

Cites Work

• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Lower Semicontinuity of Integral Functionals
• On the Solutions of a Stochastic Control System
• On the Existence of Optimal Policies in Stochastic Control

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