Hu, Ying Maximum principle of optimal control problem for Markov process. (Chinese) Zbl 0723.93082 Acta Math. Sin. 33, No. 1, 43-56 (1990). For a Markov type stochastic system with Bolza type cost functional and with the target set being a relative convex body of finite co-dimension in \(L^ 2(\Omega,{\mathcal F}_ T,P,{\mathbb{R}}^ n)\), the author proves Pontryagin type maximum principle for optimal controls. In the discussed problem, the control domain \(\Gamma\) is an arbitrary nonempty set in \({\mathbb{R}}^ m\), the diffusion coefficient \(\sigma\) (t,x) is allowed to be degenerate, but is independent of control v yet. The main tool used is the vector measure theory. Reviewer: Yong Jiongmin (Shanghai) Cited in 4 Documents MSC: 93E20 Optimal stochastic control 60J99 Markov processes Keywords:Markov type stochastic system; Pontryagin type maximum principle for optimal controls PDFBibTeX XMLCite \textit{Y. Hu}, Acta Math. Sin. 33, No. 1, 43--56 (1990; Zbl 0723.93082)