Approximation and optimality necessary conditions in relaxed stochastic control problems.

Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem

Journal of Applied Mathematics and Stochastic Analysis (2006)

  • Volume: 2006, Issue: 5, page Article ID 72762, 23 p.-Article ID 72762, 23 p.
  • ISSN: 2090-3332

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Bahlali, Seïd, Mezerdi, Brahim, and Djehiche, Boualem. "Approximation and optimality necessary conditions in relaxed stochastic control problems.." Journal of Applied Mathematics and Stochastic Analysis 2006.5 (2006): Article ID 72762, 23 p.-Article ID 72762, 23 p.. <http://eudml.org/doc/53388>.

@article{Bahlali2006,
author = {Bahlali, Seïd, Mezerdi, Brahim, Djehiche, Boualem},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {stochastic differential equation; Peng maximum principle; maximum principle of Pontryagin type},
language = {eng},
number = {5},
pages = {Article ID 72762, 23 p.-Article ID 72762, 23 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Approximation and optimality necessary conditions in relaxed stochastic control problems.},
url = {http://eudml.org/doc/53388},
volume = {2006},
year = {2006},
}

TY - JOUR
AU - Bahlali, Seïd
AU - Mezerdi, Brahim
AU - Djehiche, Boualem
TI - Approximation and optimality necessary conditions in relaxed stochastic control problems.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
IS - 5
SP - Article ID 72762, 23 p.
EP - Article ID 72762, 23 p.
LA - eng
KW - stochastic differential equation; Peng maximum principle; maximum principle of Pontryagin type
UR - http://eudml.org/doc/53388
ER -

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