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zbMath1220.93084MaRDI QIDQ3091634

Constantin Udrişte, Virgil Damian

Publication date: 10 September 2011

Full work available at URL: http://www.emis.de/journals/BJGA/v16n2/v16n2.htm

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zbMATH Keywords

stochastic optimal control stochastic maximum principle adjoint process stochastic first integrals

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimality conditions for problems involving randomness (49K45)

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