Strong envelopes of stochastic processes and a penalty method^†

Publisher Website

1 January 1981

journal article
research article
Published by Taylor & Francis in Stochastics

Vol. 4 (4) , 267-280
https://doi.org/10.1080/17442508108833167

Abstract

(1981). Strong envelopes of stochastic processes and a penalty method. Stochastics: Vol. 4, No. 4, pp. 267-280.

Keywords

This publication has 2 references indexed in Scilit:

Dynamic Programming Conditions for Partially Observable Stochastic Systems
SIAM Journal on Control, 1973
Th orie des processus stochastiques g n raux applications aux surmartingales
Probability Theory and Related Fields, 1972