Author:
Bonnans J. Frédéric,Silva Francisco J.
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Reference32 articles.
1. Lecture Notes in Math.;A. Bensoussan,1981
2. Bensoussan, A.: Stochastic maximum principle for distributed parameter system. J. Franklin Inst. 315, 387–406 (1983)
3. Bismut, J.M.: Analyse convexe et probabilités. PhD thesis, Faculté des Sciences de Paris (1973)
4. Bismut, J.M.: Théorie probabiliste du contrôle des diffusions. Mem. Am. Math. Soc. 4, 1–130 (1976)
5. Bismut, J.M.: An introductory approach to duality in optimal stochastic control. SIAM Rev. 20, 62–78 (1978)
Cited by
38 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献