Optimal control of random evolutions
- 1 August 1981
- journal article
- Published by Taylor & Francis in Stochastics
- Vol. 5 (3) , 169-190
- https://doi.org/10.1080/17442508108833180
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Optimal stochastic switching and the Dirichlet problem for the Bellman equationTransactions of the American Mathematical Society, 1979
- ON THE DIRICHLET PROBLEM FOR BELLMAN'S EQUATION IN A PLANE DOMAINMathematics of the USSR-Sbornik, 1977
- Control of a Solution of a Stochastic Integral EquationTheory of Probability and Its Applications, 1972
- An Inequality in the Theory of Stochastic IntegralsTheory of Probability and Its Applications, 1971
- Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions. ICommunications on Pure and Applied Mathematics, 1959