On the stochastic maximum principle
- 1 December 1968
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 24 (3) , 627-640
- https://doi.org/10.1016/0022-247x(68)90015-2
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- On the Control of Stochastic SystemsInternational Journal of Control, 1967
- On the stochastic maximum principle with “average” constraintsJournal of Mathematical Analysis and Applications, 1965
- On the stochastic maximum principle: Fixed time of controlJournal of Mathematical Analysis and Applications, 1965