A Deterministic Approach To Stochastic Optimal Control With Application To Anticipative Control-Reference-Cited by-同舟云学术

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A Deterministic Approach To Stochastic Optimal Control With Application To Anticipative Control

Published:1992-09 Issue:3-4 Volume:40 Page:203-256
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

H.A.Davis Mark¹,Burstein Gabriel²

Affiliation:

1. a Department of Electrical Engineering and Interdisciplinary , Research Centre for Process Systems Engineering , Imperial College, London SW7 2BT

2. b Department of Electrical Engineering and Interdisciplinary , Research Centre for Process Systems Engineering , Imperial College, London SW7 2BT

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442509208833790

Reference20 articles.

1. Existence of Optimal Stochastic Control Laws

2. Lecture Notes in Mathematics;Bismut J.M.,1981

3. Lecture Notes in Mathematics;Cannarsa P.,1987

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