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dc.contributor.authorSeierstad, Atleen_US
dc.description.abstractA 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).en_US
dc.publisherDep. of Economics, Univ. of Oslo Osloen_US
dc.relation.ispartofseriesMemorandum, Department of Economics, University of Oslo 2002,24en_US
dc.subject.keywordPiecewise deterministicen_US
dc.subject.keywordhard end constraintsen_US
dc.subject.stwStochastischer Prozessen_US
dc.titleMaximum principle for stochastic control in continuous time with hard end constraintsen_US
dc.typeWorking Paperen_US
Appears in Collections:Memorandum, Department of Economics, University of Oslo

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