Stochastic extensions to necessary conditions in the theory of the calculus of variations

DOI10.1007/BF00932297zbMath0341.93035MaRDI QIDQ1231888

K. Appert

Publication date: 1977

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

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions (49K99)

Cites Work

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• Random differential equations in science and engineering
• A sample treatment of Langevin-type stochastic differential equations
• Necessary conditions in the calculus of variations
• On approximation by polygons in the calculus of variations

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