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scientific article; zbMATH DE number 503103 - MaRDI portal

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zbMath0794.93106MaRDI QIDQ4279410

Gabriel Burstein, Mark H. A. Davis

Publication date: 31 August 1994

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

zbMATH Keywords

Lagrange multiplier theorem anticipative control nonlinear stochastic non-anticipative control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Ordinary differential equations and systems with randomness (34F05) Miscellaneous topics in calculus of variations and optimal control (49N99)

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