Optimal stochastic control without convexity conditions in the dynamical equation
type: Item
instance of: scholarly article
title: Optimal stochastic control without convexity conditions in the dynamical equation
zbMATH Open document ID: 0326.93032
DOI: 10.1007/BF00933132
published in: Journal of Optimization Theory and Applications
publication date: 1976-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K15
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 3511962
author: Abraham Boyarsky
MaRDI profile type: Publication
cites work: On the Solutions of a Stochastic Control System
cites work: On the Existence of Optimal Policies in Stochastic Control
cites work: Lower Semicontinuity of Integral Functionals
cites work: On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
description: scientific article; zbMATH DE number 3511962