On Near-Optimal Mean-Field Stochastic Singular Controls: Necessary and Sufficient Conditions for Near-Optimality

The Mathematical Theory of Optimal Processes

Richard Bellman, L. S. Pontryagin, V. G. Boltyanskiĭ et al. · Econometrica · 1965 · 4.3K citations

Natural Sciences, Mathematics, Optimization +13

The Mathematical Theory of Optimal Processes

M. L. Chambers, L. S. Pontryagin, V. G. Boltyanskiĭ et al. · OR · 1965 · 3.3K citations

Natural Sciences, Mathematics, Optimization +13

On the variational principle

Ivar Ekeland · Journal of Mathematical Analysis and Applications · 1974 · 2.3K citations · Full text

Natural Sciences, Mathematics, Physics +10

A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

H. P. McKean · Proceedings of the National Academy of Sciences · 1966 · 864 citations · Full text

Engineering, Mathematics, Physics +11

A General Stochastic Maximum Principle for Optimal Control Problems

Shigē Péng · SIAM Journal on Control and Optimization · 1990 · 803 citations

Natural Sciences, Mathematics, Optimization +14