NECESSARY CONDITIONS FOR CONTINUOUS PARAMETER STOCHASTIC OPTIMIZATION PROBLEMS

[1] BAUM RF, 1969, 6923 U MICH DEP IND

[2] BRODEAU F, 1968, THESIS U GRENOBLE

[3] Canon M.D., 1970, THEORY OPTIMAL CONTR

[4] FLEMING W, 1967, MATHEMATICAL THEORY

[5] FLEMING WH, 1966, J MATH MECH, V15, P777

[6] HALKIN H., 1966, SIAM J CONTROL, V4, P90, DOI DOI 10.1137/0304009

[7] Holtzman J., 1966, IEEE T AUTOMATIC CON, V4, P528

[8] ON STOCHASTIC MAXIMUM PRINCIPLE - FIXED TIME OF CONTROL [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1965, 11 (1-3) : 78 - &

[9] NEAR OPTIMAL CONTROL IN PRESENCE OF SMALL STOCHASTIC PERTURBATIONS [J]. JOURNAL OF BASIC ENGINEERING, 1965, 87 (01): : 103 - &

[10] ON STOCHASTIC MAXIMUM PRINCIPLE WITH AVERAGE CONSTRAINTS [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1965, 12 (01) : 13 - &

[1] BAUM RF, 1969, 6923 U MICH DEP IND

[2] BRODEAU F, 1968, THESIS U GRENOBLE

[3] Canon M.D., 1970, THEORY OPTIMAL CONTR

[4] FLEMING W, 1967, MATHEMATICAL THEORY

[5] FLEMING WH, 1966, J MATH MECH, V15, P777

[6] HALKIN H., 1966, SIAM J CONTROL, V4, P90, DOI DOI 10.1137/0304009

[7] Holtzman J., 1966, IEEE T AUTOMATIC CON, V4, P528

[8] ON STOCHASTIC MAXIMUM PRINCIPLE - FIXED TIME OF CONTROL [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1965, 11 (1-3) : 78 - &

[9] NEAR OPTIMAL CONTROL IN PRESENCE OF SMALL STOCHASTIC PERTURBATIONS [J]. JOURNAL OF BASIC ENGINEERING, 1965, 87 (01): : 103 - &

[10] ON STOCHASTIC MAXIMUM PRINCIPLE WITH AVERAGE CONSTRAINTS [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1965, 12 (01) : 13 - &