Lectures on stochastic control

This publication has 7 references indexed in Scilit:

• An Introductory Approach to Duality in Optimal Stochastic Control
  SIAM Review, 1978
• Deterministic and Stochastic Optimal Control
  Published by Springer Nature ,1975
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
  SIAM Journal on Control, 1973
• Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
  SIAM Journal on Control, 1972
• On certain systems of parabolic equations
  Communications on Pure and Applied Mathematics, 1970
• On the Separation Theorem of Stochastic Control
  SIAM Journal on Control, 1968
• On Square Integrable Martingales
  Nagoya Mathematical Journal, 1967