Duality and a priori estimates in Markovian optimization problems
- 1 November 1966
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 16 (2) , 254-279
- https://doi.org/10.1016/0022-247x(66)90170-3
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- On the stochastic maximum principle: Fixed time of controlJournal of Mathematical Analysis and Applications, 1965
- A general theory of nonlinear estimation problems in control systemsJournal of Mathematical Analysis and Applications, 1964
- On stationary solutions of a stochastic differential equationKyoto Journal of Mathematics, 1964
- Cauchy’s Problem for Degenerate Quasilinear Parabolic EquationsTheory of Probability and Its Applications, 1964
- Martingales and one-dimensional diffusionTransactions of the American Mathematical Society, 1955