On the stochastic maximum principle

DOI10.1016/0022-247X(68)90015-2zbMath0256.93061MaRDI QIDQ2559203

David D. Sworder

Publication date: 1968

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

Discussion on: ``On the continuous time-varying JLQ problem

Cites Work

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• On the stochastic maximum principle. Fixed time of control
• On the stochastic maximum principle with 'average' constraints
• On the Existence of Optimal Feedback Controls
• On the Control of Stochastic Systems

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