On the Existence of Optimal Policies in Stochastic Control

Publisher Website

1 November 1973

journal article
Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control

Vol. 11 (4) , 587-594
https://doi.org/10.1137/0311045

Abstract

No abstract available

Keywords

STOCHASTIC CONTROL

This publication has 8 references indexed in Scilit:

Dynamic Programming Conditions for Partially Observable Stochastic Systems
SIAM Journal on Control, 1973
Weak Solutions of a Partial Differential Equation of Dynamic Programming
SIAM Journal on Control, 1971
Existence of Optimal Stochastic Control Laws
SIAM Journal on Control, 1971
On the Solutions of a Stochastic Control System
SIAM Journal on Control, 1971
Non-square integrable martingales etc
Published by Springer Nature ,1971
Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
SIAM Journal on Control, 1970
Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
SIAM Journal on Control, 1970
Optimal Continuous-Parameter Stochastic Control
SIAM Review, 1969