Optimal control of stochastic dynamical systems
- 28 February 1973
- journal article
- Published by Elsevier in Information and Control
- Vol. 22 (1) , 13-30
- https://doi.org/10.1016/s0019-9958(73)90458-0
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Closure and completeness of Wiener's orthogonal set {Gn} in the class L2(Ω, B, μ) and its application to stochastic heriditary difInformation and Control, 1970
- A class of stochastic nonlinear integral equations on Lp spaces and its application to optimal controlInformation and Control, 1969
- On the Separation Theorem of Stochastic ControlSIAM Journal on Control, 1968
- On stationary solutions of a stochastic differential equationKyoto Journal of Mathematics, 1964
- Limit Theorems for Stochastic ProcessesTheory of Probability and Its Applications, 1956
- Convergence of Random Processes and Limit Theorems in Probability TheoryTheory of Probability and Its Applications, 1956