Extremal controls for completely observable diffusions

This publication has 8 references indexed in Scilit:

• Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work
  SIAM Review, 1981
• On the Adjoint Process for Optimal Control of Diffusion Processes
  SIAM Journal on Control and Optimization, 1981
• Controlled Diffusion Processes
  Published by Springer Nature ,1980
• Sufficient Conditions in Optimal Control Theory
  International Economic Review, 1977
• General necessary conditions for optimal control of stochastic systems
  Published by Springer Nature ,1976
• Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
  SIAM Journal on Control, 1972
• Representations of Itô Processes
  Theory of Probability and Its Applications, 1972
• Representation of Martingales, Quadratic Variation and Applications
  SIAM Journal on Control, 1971