On the Existence of Optimal Stochastic Controls
- 1 January 1965
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Journal of the Society for Industrial and Applied Mathematics Series A Control
- Vol. 3 (3) , 463-474
- https://doi.org/10.1137/0303031
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- On the stochastic maximum principle with “average” constraintsJournal of Mathematical Analysis and Applications, 1965
- An implicit function theorem with an application to control theory.The Michigan Mathematical Journal, 1964
- The existence of optimal controls.The Michigan Mathematical Journal, 1962
- Optimal control for nonlinear processesArchive for Rational Mechanics and Analysis, 1961