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scientific article; zbMATH DE number 3642199

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Publication:4201365
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zbMath0413.49026MaRDI QIDQ4201365

Robert J. Elliott

Publication date: 1979


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

semimartingaleoptimum controlnecessary minimum principlepredictable stochastic integral


Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic processes (60G99) Optimality conditions for problems involving randomness (49K45)


Related Items (1)

Stochastic control by measure transformation: A general existence result







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