Remarks on stochastic optimal controls
- 1 January 1975
- journal article
- Published by Mathematical Society of Japan (JST) in Japanese journal of mathematics :transactions and abstracts
- Vol. 1 (1) , 159-183
- https://doi.org/10.4099/math1924.1.159
Abstract
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This publication has 6 references indexed in Scilit:
- Dynamic Programming Conditions for Partially Observable Stochastic SystemsSIAM Journal on Control, 1973
- Addendum: On Itô’s Stochastic Integral EquationsTheory of Probability and Its Applications, 1973
- Control of a Solution of a Stochastic Integral EquationTheory of Probability and Its Applications, 1972
- An Inequality in the Theory of Stochastic IntegralsTheory of Probability and Its Applications, 1971
- Optimal Continuous-Parameter Stochastic ControlSIAM Review, 1969
- On Itô’s Stochastic Integral EquationsTheory of Probability and Its Applications, 1969