The Optimal Control of a Stochastic System
- 1 August 1977
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 15 (5) , 756-778
- https://doi.org/10.1137/0315048
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- On the Existence of Optimal Policies in Stochastic ControlSIAM Journal on Control, 1973
- Dynamic Programming Conditions for Partially Observable Stochastic SystemsSIAM Journal on Control, 1973
- Distribution Function Inequalities for MartingalesThe Annals of Probability, 1973
- Existence of Optimal Stochastic Control LawsSIAM Journal on Control, 1971
- A general theory of extremalsJournal of Computer and System Sciences, 1969
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960
- Measure TheoryPublished by Springer Nature ,1950