Derivation of optimality conditions for a stochastic control probleim

DOI10.1080/07362999508809389zbMath0828.93068OpenAlexW2020679387MaRDI QIDQ4835281

Negash G. Medhin, Gangaram S. Ladde

Publication date: 21 June 1995

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

Full work available at URL: https://doi.org/10.1080/07362999508809389

zbMATH Keywords

optimality conditionsstochastic Itô nonlinear differential equation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Cites Work

• On the variational principle
• A General Stochastic Maximum Principle for Optimal Control Problems
• Unnamed Item

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