On the stochastic maximum principle: Fixed time of control

Optimal stochastic control

Harold J. Kushner · IRE Transactions on Automatic Control · 1962 · 171 citations

Optimal Control of Continuous Time, Markov, Stochastic Systems†

Juliette Florentin · Journal of Electronics and Control · 1961 · 132 citations

Natural Sciences, Mathematics, Systems Engineering +17

A maximum principle for stochastic control systems

Harold J. Kushner, Fred C. Schweppe · Journal of Mathematical Analysis and Applications · 1964 · 71 citations

Natural Sciences, Mathematics, Systems Engineering +14

On stochastic extremum problems: Calculus

Harold J. Kushner · Journal of Mathematical Analysis and Applications · 1965 · 15 citations

Engineering, Mathematics, Probability Theory +10