Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics,Theoretical Computer Science
Link
http://epubs.siam.org/doi/pdf/10.1137/1023062
Reference18 articles.
1. Existence of Optimal Stochastic Control Laws
2. Composition and invariance methods for solving some stochastic control problems
3. Full “Bang” to Reduce Predicted Miss is Optimal
4. The Optimal Control of a Stochastic System
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