Dokuchaev, N. G.; Yakubovich, V. A. The maximum principle for stochastic differential equations with determined control. (Russian) Zbl 0509.93067 Kibern. Vychisl. Tekh. 54, 72-78 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Document MSC: 93E20 Optimal stochastic control 49K45 Optimality conditions for problems involving randomness 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 34F05 Ordinary differential equations and systems with randomness Keywords:Pontryagin’s maximum principle PDFBibTeX XMLCite \textit{N. G. Dokuchaev} and \textit{V. A. Yakubovich}, Kibern. Vychisl. Tekh. 54, 72--78 (1982; Zbl 0509.93067)