Michel, Ph. Programmes mathématiques mixtes. Application au principe du maximum en temps discret dans le cas déterministe et dans le cas stochastique. (French) Zbl 0438.49023 RAIRO, Rech. Opér. 14, 1-19 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 5 Documents MSC: 49K45 Optimality conditions for problems involving randomness 90C11 Mixed integer programming 93E20 Optimal stochastic control 49M29 Numerical methods involving duality Keywords:discrete time evolution systems; discrete time maximum principle; portofolio choice; necessary optimality conditions; mixed mathematical programming PDFBibTeX XMLCite \textit{Ph. Michel}, RAIRO, Rech. Opér. 14, 1--19 (1980; Zbl 0438.49023) Full Text: DOI EuDML