Stochastic maximum principle with averaged constraint developed for control problems affected by stochastic process
On the stochastic maximum principle with ''average'' constraints.
1965-08-01
Miscellaneous
No indication
English
Pontryagin Maximum Principle Revisited with Feedbacks
British Library Online Contents | 2011
|Stochastic maximum principle in the problem of optimal absolutely continuous change of measure
Springer Verlag | 1986
|Dynamic programming and Pontryagin's maximum principle
TIBKAT | 1967
|A maximum principle re-entry study
NTRS | 1965
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