Author:
Chen Shuping,Li Xunjing,Zhou Xun Yu
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Reference12 articles.
1. An Introductory Approach to Duality in Optimal Stochastic Control
2. M.Dèvis, Lineinoe otsenivanie i stokhasticheskoe upravlenie, “Nauka”, 1984, 206–0, Translated from the English by M. V. Burnashev and A. A. Novikov; Translation edited and with a preface by A. N. Shiryaev86h:93048
3. Optimal Control of Partially Observable Diffusions
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