Existence results for optimal stochastic controls

Publisher Website

1 April 1975

journal article
Published by Springer Nature in Journal of Optimization Theory and Applications

Vol. 15 (4) , 347-359
https://doi.org/10.1007/bf00933203

Abstract

No abstract available

Keywords

This publication has 7 references indexed in Scilit:

Approximations, existence, and numerical procedures for optimal stochastic controls
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Representation of Martingales, Quadratic Variation and Applications
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
On Square Integrable Martingales
Nagoya Mathematical Journal, 1967
The existence of optimal controls.
The Michigan Mathematical Journal, 1962
Limit Theorems for Stochastic Processes
Theory of Probability and Its Applications, 1956