Optimal control of a jump process
- 1 January 1977
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 40 (3) , 183-202
- https://doi.org/10.1007/bf00736046
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
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- The Representation of Martingales of Jump ProcessesSIAM Journal on Control and Optimization, 1976
- Stochastic integrals for martingales of a jump process with partially accessible jump timesProbability Theory and Related Fields, 1976
- Séminaire de Probabilités X Université de StrasbourgPublished by Springer Nature ,1976
- Controlled jump processesStochastic Processes and their Applications, 1975
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingalesProbability Theory and Related Fields, 1975
- Dynamic Programming Conditions for Partially Observable Stochastic SystemsSIAM Journal on Control, 1973