A necessary extremality condition for a set-valued stochastic control problem-Reference-Cited by-同舟云学术

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A necessary extremality condition for a set-valued stochastic control problem

Published:1997-02 Issue:1 Volume:46 Page:29-49
ISSN:1432-2994
Container-title:Mathematical Methods of Operations Research
language:en
Short-container-title:Mathematical Methods of Operations Research

Author:

Fritsch Hagen

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/BF01199462.pdf

Reference11 articles.

1. Aubin JP, Frankowska H (1990) Set-valued analysis. Birkhäuser, Boston-Basel-Berlin

2. Blagodatskikh VI (1984) The maximum principle for differential inclusions. (Russian), Trudy Mat. Instituta AN SSSR, Tom 166:23?43

3. Blagodatskikh VI, Filippov AF (1985) Differential inclusions and optimal control. (Russian), Trudy Mat. Instituta AN SSSR, Tom 169:194?252

4. Da Prato G, Frankowska H (1994) A stochastic Filippov theorem. Stoch. Anal. Appl. 12(4):409?426

5. Dunford N, Schwartz JT (1958) Linear operators Part I: General theory. New York

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Suboptimality in a Stochastic Control Problem;Operations Research Proceedings;1998

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