The structure of jump processes and related control problems
- 1 January 1976
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Representation of Martingales of Jump ProcessesSIAM Journal on Control and Optimization, 1976
- Martingales on Jump Processes. I: Representation ResultsSIAM Journal on Control, 1975
- Dynamic Programming Conditions for Partially Observable Stochastic SystemsSIAM Journal on Control, 1973
- Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal ControlSIAM Journal on Control, 1970
- Quelques applications de la formule de changement de variables pour les semimartingalesProbability Theory and Related Fields, 1970