Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control

DOI10.1137/0308040zbMath0206.45804OpenAlexW1994306069MaRDI QIDQ5606945

Publication date: 1970

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0308040

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Model systems in control theory (93C99)

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