Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
- 1 November 1970
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 8 (4) , 559-571
- https://doi.org/10.1137/0308040
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Optimal Continuous-Parameter Stochastic ControlSIAM Review, 1969
- Optimal Control of Partially Observable DiffusionsSIAM Journal on Control, 1968
- Duality and a priori estimates in Markovian optimization problemsJournal of Mathematical Analysis and Applications, 1966
- Controlled Random SequencesTheory of Probability and Its Applications, 1965
- Sufficient Conditions for the Optimality of a Stochastic ControlJournal of the Society for Industrial and Applied Mathematics Series A Control, 1965
- Markov ProcessesPublished by Springer Nature ,1965