On stochastic extremum problems: Calculus
- 1 April 1965
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 10 (2) , 354-367
- https://doi.org/10.1016/0022-247x(65)90131-9
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- A maximum principle for stochastic control systemsJournal of Mathematical Analysis and Applications, 1964
- Optimal Control of Continuous Time, Markov, Stochastic Systems†Journal of Electronics and Control, 1961
- Optimization of Non-linear Control Systems with Random Inputs†Journal of Electronics and Control, 1960