On extremal solutions to stochastic control problems-Reference-Cited by-同舟云学术

On extremal solutions to stochastic control problems

Published:1991-07 Issue:1 Volume:24 Page:317-330
ISSN:0095-4616
Container-title:Applied Mathematics & Optimization
language:en
Short-container-title:Appl Math Optim

Author:

Borkar Vivek S.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/BF01447748.pdf

Reference13 articles.

1. Borkar, V. S., A remark on the attainable distributions of controlled diffusions, Stochastics 18 (1986), 17?23.

2. Borkar, V. S., The probabilistic structure of controlled diffusion processes, Acta Appl. Math. 11 (1988), 19?48.

3. Borkar, V. S., Optimal Control of Diffusion Processes, Research Notes in Mathematics, No. 203, Longman, Harlow, 1989.

4. El Karoui, N., Huu Nguyen, D., Jeanblanc-Pique, M., Compactification methods in the control of degenerate diffusions: existence of an optimal control, Stochastics 20(3) (1987), 169?219.

5. Fleming, W. H., Generalized solutions in optimal stochastic control, in E. Roxin, P. T. Liu, and R. L. Sternberg (eds.), Differential Games and Control Theory III, Marcel Dekker, New York, 1977, pp. 147?165.

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