Stochastic maximum principle: a minimizing sequence approach

DOI10.1080/07362999808809520zbMath1087.93531OpenAlexW2089021557MaRDI QIDQ4385654

Negash G. Medhin

Publication date: 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809520

Mathematics Subject Classification ID

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

Cites Work

• On the variational principle

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