Behandlung eines stochastischen Steuerproblems mit Hilfe eines abstrakten Maximumprinzips von Spremann

DOI10.1002/ZAMM.19790590104zbMath0403.49026OpenAlexW1988624331MaRDI QIDQ4188349

Hans-Otfried Müller

Publication date: 1979

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.19790590104

zbMATH Keywords

Hamilton FunctionMulti-Dimensional Stochastic Differential EquationSpremann's Abstract Optimality PrincipleStochastic Maximum PrincipleTime-ContinuousWiener Process W

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multivariable systems, multidimensional control systems (93C35) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Cites Work

• Unnamed Item
• On optimal control of processes governed by abstract functional, integral and hyperbolic differential equations¹

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