On Bene?' bang-bang control problem
- 1 October 1982
- journal article
- Published by Springer Nature in Applied Mathematics & Optimization
- Vol. 9 (1) , 163-176
- https://doi.org/10.1007/bf01460123
Abstract
No abstract availableKeywords
This publication has 17 references indexed in Scilit:
- On stochastic bang bang controlApplied Mathematics & Optimization, 1980
- Existence of optimal stochastic controls under partial observationProbability Theory and Related Fields, 1980
- On “predicted miss” stochastic control problemsStochastics, 1979
- Controlled Markov ProcessesPublished by Springer Nature ,1979
- Optimal Control of a Brownian MotionSIAM Journal on Applied Mathematics, 1978
- Full “Bang” to Reduce Predicted Miss is OptimalSIAM Journal on Control and Optimization, 1976
- Composition and invariance methods for solving some stochastic control problemsAdvances in Applied Probability, 1975
- Girsanov functionals and optimal bang-bang laws for final value stochastic controlStochastic Processes and their Applications, 1974
- A diffusion model for the control of a damJournal of Applied Probability, 1968
- A continuous time inventory modelJournal of Applied Probability, 1966