Linear stochastic singular control problems
- 1 January 1972
- journal article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 9 (1) , 24-31
- https://doi.org/10.1007/bf00932802
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Formal solutions for a class of stochastic pursuit-evasion gamesIEEE Transactions on Automatic Control, 1969
- A minimum principle for a class of discrete-time stochastic systemsIEEE Transactions on Automatic Control, 1969
- A Counterexample in Stochastic Optimum ControlSIAM Journal on Control, 1968
- Optimal Bang-Bang Control With Quadratic Performance IndexJournal of Basic Engineering, 1964
- A Transformation Approach to Singular Subarcs in Optimal Trajectory and Control ProblemsJournal of the Society for Industrial and Applied Mathematics Series A Control, 1964