On the stochastic maximum principle with “average” constraints
- 1 August 1965
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 12 (1) , 13-26
- https://doi.org/10.1016/0022-247x(65)90050-8
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- On stochastic extremum problems: CalculusJournal of Mathematical Analysis and Applications, 1965
- On the stochastic maximum principle: Fixed time of controlJournal of Mathematical Analysis and Applications, 1965
- A maximum principle for stochastic control systemsJournal of Mathematical Analysis and Applications, 1964