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A General Stochastic Maximum Principle for Optimal Control Problems

✍ Scribed by Peng, Shige

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Maximum Principle for Singular Stochasti

✍ Dufour, F.; Miller, B. 📂 Article 📅 2006 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 317 KB

A stochastic maximum principle for optim

✍ Bohdan Maslowski 📂 Article 📅 1988 🏛 Springer Netherlands 🌐 English ⚖ 214 KB

Stochastic maximum principle for optimal

✍ Marco Fuhrman; Ying Hu; Gianmario Tessitore 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 178 KB

Pontryagin’s maximum principle for optim

✍ A. V. Arutyunov; D. Yu. Karamzin; F. Pereira 📂 Article 📅 2010 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 208 KB

The Maximum Principle for Optimal Contro

✍ A. V. Arutyunov; D. Y. Karamzin; F. L. Pereira 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 656 KB

A Variational Maximum Principle for Clas

✍ V. A. Dykhta 📂 Article 📅 2002 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 118 KB