scientific article; zbMATH DE number 4193597

zbMath0723.93082MaRDI QIDQ5202137

Ying Hu

Publication date: 1990

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

zbMATH Keywords

Markov type stochastic systemPontryagin type maximum principle for optimal controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov processes (60J99)

Related Items (4)

Maximum principle of optimal stochastic control with terminal state constraint and its application in finance ⋮ Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints ⋮ The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps ⋮ A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints

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