| Article ID: | iaor19982874 |
| Country: | Germany |
| Volume: | 46 |
| Issue: | 1 |
| Start Page Number: | 29 |
| End Page Number: | 49 |
| Publication Date: | Jan 1997 |
| Journal: | Mathematical Methods of Operations Research (Heidelberg) |
| Authors: | Fritsch H. |
For a controlled stochastic dynamic system with set-valued drift coefficient and a terminal cost functional we derive a necessary extremality condition in form of a minimum principle.