Publisher
Springer Berlin Heidelberg
Reference27 articles.
1. A. Arapostathis, V.S. Borkar, E. Fernández-Gaucherand, M.K. Ghosh, and S.I. Marcus. Discrete-time controlled Markov processes with average cost criterion: A survey. SIAM J. Control & Opt., 31:282–344, 1993.
2. V.E. Benes and I. Karatzas. Filtering of diffusions controlled through their conditional measures. Stochastics, 13:1–23, 1984.
3. A. Bensoussan and J.H. van Schuppen. Optimal control of partially observable stochastic systems with an exponential-of-integral performance index. SIAM J. Control Optim., 23:599–613, 1985.
4. D.P. Bertsekas. Dynamic programming and stochastic control. Academic Press, New York, 1976.
5. D.P. Bertsekas. Dynamic programming and optimal control, Volume I. Athena Scientific, Belmont, MA, 1995.