Maximum principle for stochastic control in continuous time with hard end constraints
type: Item
instance of: scholarly article
title: Maximum principle for stochastic control in continuous time with hard end constraints
zbMATH Open document ID: 1185.49028
published in: Journal of Optimization Theory and Applications
publication date: 2010-04-13T00:00:00Z
full work available at URL: Memo-24-2002.pdf
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 34H05
Mathematics Subject Classification ID: 49K15
zbMATH DE Number: 5692389
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: hard end constraints
author: Atle Seierstad
MaRDI profile type: Publication
OpenAlex ID: W2055864154
cites work: Q3934129
cites work: Stochastic Control in Discrete and Continuous Time
cites work: Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
cites work: Q4726159
cites work: A General Stochastic Maximum Principle for Optimal Control Problems
cites work: Q4255599
cites work: Q5336643
cites work: A local attainability property for control systems defined by nonlinear ordinary differential equations in a Banach space
cites work: An extension to Banach space of Pontryagin's maximum principle
DOI: 10.1007/S10957-009-9602-8
description: scientific article; zbMATH DE number 5692389