On the Solutions of a Stochastic Control System
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
General Engineering
Link
http://epubs.siam.org/doi/pdf/10.1137/0309026
Reference8 articles.
1. On the Existence of Optimal Stochastic Controls
2. Existence of Optimal Stochastic Control Laws
3. Optimal Continuous-Parameter Stochastic Control
4. On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
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