On the stochastic maximum principle: Fixed time of control-Reference-Cited by-同舟云学术

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On the stochastic maximum principle: Fixed time of control

Published:1965 Issue: Volume:11 Page:78-92
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Kushner Harold J

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference12 articles.

1. Lectures on the Calculus of Variations;Bliss,1946

2. L. S. Pontriagin's maximum principle in the theory of optimum systems, I;Rosonoer;Automation and Remote Control,1959

3. L. S. Pontriagin's maximum principle in the theory of optimum systems, I;Rosonoer;Automation and Remote Control,1959

4. L. S. Pontriagin's maximum principle in the theory of optimum systems, I;Rosonoer;Automation and Remote Control,1959

5. A maximum principle for stochastic control systems;Kushner;J. Math. Anal. Appl.,1964

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