On Weak, Strong Solutions and Pathwise Bang-Bang Control for Nonlinear Degenerated Stochastic Systems 1-Reference-Cited by-同舟云学术

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On Weak, Strong Solutions and Pathwise Bang-Bang Control for Nonlinear Degenerated Stochastic Systems 1

Published:1986-05 Issue:5 Volume:19 Page:145-150
ISSN:1474-6670
Container-title:IFAC Proceedings Volumes
language:en
Short-container-title:IFAC Proceedings Volumes

Author:

Rong Situ

Publisher

Elsevier BV

Subject

General Medicine

Reference23 articles.

1. On stochastic Bang Bang control;Balakrishnan;Appl. Math. Optim.,1980

2. One dimensional stochastic differential equations with no strong solutions;Barlow;J. London Math. Soc.,1982

3. (Semi-) Martingale inequalities and local times;Barlow;Z. Wahr. verw. Geb.,1981

4. One dimensional stochastic differential equations involving a single increasing process;Barlow;Stochastic,1984

5. Examples of optimal control for partial observable systems: comparison, classical, and martingale methods;Benes;Stochastic,1981

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