On the discrete JLQ and JLQG problems.

DOI10.1016/S0362-546X(01)00188-2zbMath1042.49537OpenAlexW1973949162MaRDI QIDQ1875066

Adam Czornik, Andrzej Swierniak

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00188-2

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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