论文信息 - A stochastic maximum principle for optimal control of diffusions - 字舞流文

A stochastic maximum principle for optimal control of diffusions

Bohdan Maslowski | B. Maslowski

[1] A. Bensoussan. Lectures on stochastic control , 1982 .

[2] H. Kushner. Necessary conditions for continuous parameter stochastic optimization problems , 1972 .

[3] U. Haussmann. General necessary conditions for optimal control of stochastic systems , 1976 .