| Article ID: | iaor19942308 |
| Country: | Germany |
| Volume: | 27 |
| Start Page Number: | 343 |
| End Page Number: | 354 |
| Publication Date: | Aug 1993 |
| Journal: | Optimization |
| Authors: | Mller H.-O. |
This paper treats discrete-time stochastic control systems. Using corresponding results for systems, which are linear with respect to the state variables, it derives under convexity assumptions optimality conditions in form of maximum principles.