On the stochastic maximum principle: Fixed time of control
- 1 January 1965
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 11, 78-92
- https://doi.org/10.1016/0022-247x(65)90070-3
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- On stochastic extremum problems: CalculusJournal of Mathematical Analysis and Applications, 1965
- A maximum principle for stochastic control systemsJournal of Mathematical Analysis and Applications, 1964
- Optimal stochastic controlIRE Transactions on Automatic Control, 1962
- Optimal Control of Continuous Time, Markov, Stochastic Systems†Journal of Electronics and Control, 1961