Optimal control of a setvalued stochastic dynamic system

DOI10.1080/02331939508844145zbMath0844.93075OpenAlexW2019737945MaRDI QIDQ4859834

Hagen Fritsch

Publication date: 7 January 1996

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939508844145

zbMATH Keywords

optimality conditionsnecessary conditionsstochastic differential inclusionsetvalued drift

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items

A necessary extremality condition for a set-valued stochastic control problem, Time discretization of a setvalued stochastic dynamic system

Cites Work

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