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- W2277250072 abstract "A maximum principle is proved for certain problems of continuous time stochastic control with hard end constraints, (end constraints satis_ed a.s.) After establishing a general theorem, the results are applied to problems where the state equation (di_erential equation) changes at certain stochastic points in time, and to piecewise continuous stochastic problems (including piecewise deterministic problems)." @default.
- W2277250072 created "2016-06-24" @default.
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- W2277250072 date "2003-06-27" @default.
- W2277250072 modified "2023-09-27" @default.
- W2277250072 title "Maximum principle for stochastic control in continuous time with hard end constraints" @default.
- W2277250072 hasPublicationYear "2003" @default.
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