Stochastic Control: A Function Space Approach
- 1 May 1972
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 10 (2) , 285-297
- https://doi.org/10.1137/0310022
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A Martingale Approach to Linear Recursive State EstimationSIAM Journal on Control, 1972
- Optimal Continuous-Parameter Stochastic ControlSIAM Review, 1969
- Optimal Control Problems in Banach SpacesJournal of the Society for Industrial and Applied Mathematics Series A Control, 1965
- Multiple Wiener IntegralJournal of the Mathematical Society of Japan, 1951