Controls optimal from time t onward and dynamic programming for systems of controlled jump processes
- 1 January 1976
- book chapter
- Published by Springer Nature
- p. 125-153
- https://doi.org/10.1007/bfb0120748
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- A Minimum Principle for Controlled Jump ProcessesPublished by Springer Nature ,1975
- Necessary and Sufficient Conditions for Optimal Control of Semi-Markov Jump ProcessesSIAM Journal on Control, 1973
- Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal ControlSIAM Journal on Control, 1970