Greksh, V. An application of the theory of conjugate functionals to the control over random fields. (Russian) Zbl 0498.93069 Teor. Veroyatn. Mat. Stat. 26, 25-34 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Review MSC: 93E20 Optimal stochastic control 49K45 Optimality conditions for problems involving randomness 60G60 Random fields 49J55 Existence of optimal solutions to problems involving randomness Keywords:conjugate functionals; maximum principle; stochastic Goursat problem PDFBibTeX XML