The purpose of this paper is to compare the results which have been recently obtained in optimal stochastic control. Various maximum principles are shown to derive from a general Pontryagin principle for Ito equations. Other applications of duality to optimal stochastic control are given.
No takes yet. Share an insight, caveat, or question.
Jean‐Michel Bismut (1978) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: