Open Journal of Optimization

Vol.7 No.1(2018), Paper ID 83207, 40 pages

DOI:10.4236/ojop.2018.71001

 

Necessary Conditions for Optimal Control of Diffusions with Hard Terminal State Restrictions

 

Atle Seierstad

 

Department of Economics, University of Oslo, Oslo, Norway

 

Copyright © 2018 Atle Seierstad et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Seierstad, A. (2018) Necessary Conditions for Optimal Control of Diffusions with Hard Terminal State Restrictions. Open Journal of Optimization, 7, 1-40. doi: 10.4236/ojop.2018.71001.
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