Maximum principle of stochastic controlled systems of functional type

DOI10.1007/BF02582996zbMath0745.93084OpenAlexW1981042134MaRDI QIDQ3983521

Xun Yu Zhou

Publication date: 27 June 1992

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02582996

zbMATH Keywords

optimal controls of stochastic systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (2)

Maximum principle of optimal stochastic control with terminal state constraint and its application in finance ⋮ A sufficient condition for near-optimal stochastic controls and its application to manufacturing systems

Cites Work

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• On the Stochastic Maximum Principle
• Necessary Conditions for Continuous Parameter Stochastic Optimization Problems

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