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Publication:3208554
zbMath0417.93079MaRDI QIDQ3208554
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal controljump processesstochastic integralsemimartingaleIto processesnecessary minimum principle
Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Optimality conditions for problems involving randomness (49K45)
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