Author:
Elliott Robert J.,Kohlmann Michael
Subject
Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering
Reference7 articles.
1. On the stochastic minimum principle;Baras,1987
2. Mécanique Aleatoire;Bismut,1982
3. On the variational principle;Ekeland;J. Math. Anal. Appl.,1974
4. The variational principle and stochastic optimal control;Elliott;Stochastics,1980
5. A maximum principle and dynamic programming for a partially observed control problem;Kohlmann,1985
Cited by
12 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