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Sworder, D.D (1968) On the stochastic maximum principle. Journal of Mathematical Analysis and Applications, 24. 627-640 doi:10.1016/0022-247x(68)90015-2

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Reference TypeJournal (article/letter/editorial)
TitleOn the stochastic maximum principle
JournalJournal of Mathematical Analysis and Applications
AuthorsSworder, D.DAuthor
Year1968 (December)Volume24
PublisherElsevier BV
DOIdoi:10.1016/0022-247x(68)90015-2Search in ResearchGate
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Mindat Ref. ID12374580Long-form Identifiermindat:1:5:12374580:6
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Full ReferenceSworder, D.D (1968) On the stochastic maximum principle. Journal of Mathematical Analysis and Applications, 24. 627-640 doi:10.1016/0022-247x(68)90015-2
Plain TextSworder, D.D (1968) On the stochastic maximum principle. Journal of Mathematical Analysis and Applications, 24. 627-640 doi:10.1016/0022-247x(68)90015-2
In(n.d.) Journal of Mathematical Analysis and Applications Vol. 24. Elsevier BV

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Ang, D.D (1968) A convolution equation on the half-line. Journal of Mathematical Analysis and Applications, 24. 486-493 doi:10.1016/0022-247x(68)90004-8
Wang, P.K.C (1968) On certain maximum properties of Cauchy problems. Journal of Mathematical Analysis and Applications, 24. 136-145 doi:10.1016/0022-247x(68)90052-8
Kushner, Harold J (1965) On the stochastic maximum principle with “average” constraints. Journal of Mathematical Analysis and Applications, 12. 13-26 doi:10.1016/0022-247x(65)90050-8
Kushner, Harold J (1965) On the stochastic maximum principle: Fixed time of control. Journal of Mathematical Analysis and Applications, 11. 78-92 doi:10.1016/0022-247x(65)90070-3
Sworder, D.D (1971) Gaussian feedback communication systems with weak noise in the feedback link. Journal of Mathematical Analysis and Applications, 34. 42-52 doi:10.1016/0022-247x(71)90156-9
(1968) Editorial Board. Journal of Mathematical Analysis and Applications, 24. doi:10.1016/0022-247x(68)90045-0
Sworder, David D (1966) Optimal control of discrete-time stochastic systems. Journal of Mathematical Analysis and Applications, 15. 253-263 doi:10.1016/0022-247x(66)90116-8
Nadimuthu, G, Lee, E.S (1978) Stochastic maximum principle in the optimal control of water resources systems. Journal of Mathematical Analysis and Applications, 66. 451-469 doi:10.1016/0022-247x(78)90248-2
Fink, A.M (1968) An extension of Polya's Theorem. Journal of Mathematical Analysis and Applications, 23. 625-627 doi:10.1016/0022-247x(68)90142-x
(1968) Author index. Journal of Mathematical Analysis and Applications, 24. 693-694 doi:10.1016/0022-247x(68)90024-3
Lugannani, R, Thomas, J.B (1968) The central limit theorem for a class of stochastic processes. Journal of Mathematical Analysis and Applications, 24. 25-38 doi:10.1016/0022-247x(68)90047-4
 
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