@techreport{Seierstad2002Maximum,
abstract = {A maximum principle is proved for certain problems of continuous time stochastic control with hard end constraints, (end constraints satis_ed a.s.) After establishing a general theorem, the results are applied to problems where the state equation (di_erential equation) changes at certain stochastic points in time, and to piecewise continuous stochastic problems (including piecewise deterministic problems).},
address = {Oslo},
author = {Atle Seierstad},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {C61; 330; Piecewise deterministic; hard end constraints; Stochastischer Prozess; Theorie},
language = {eng},
number = {2002,24},
publisher = {Dep. of Economics, Univ. of Oslo},
title = {Maximum principle for stochastic control in continuous time with hard end constraints},
type = {Memorandum, Department of Economics, University of Oslo},
url = {http://hdl.handle.net/10419/63000},
year = {2002}
}
