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W. Grecksch
Information about the author W. Grecksch will soon be added to the site.
Found
3 papers
in total
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An epsilon-minimum principle for multiobjective stochastic optimal control problems
2002
In this paper we consider a multiobjective stochastic control problem and derive...
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
2001
In this paper necessary and sufficient conditions for a multicriteria stochastic...
ℝà-Optimal control of random parabolic differential equations by an elliptic approximation
1991
The paper considers an optimal control problem for an abstract Ito equation on a...
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