On the Solutions of a Stochastic Control System
Open Access
- 1 August 1971
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 9 (3) , 354-371
- https://doi.org/10.1137/0309026
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Existence of Optimal Stochastic Control LawsSIAM Journal on Control, 1971
- Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision ProblemsSIAM Journal on Control, 1970
- Optimal Continuous-Parameter Stochastic ControlSIAM Review, 1969
- On the Existence of Optimal Stochastic ControlsJournal of the Society for Industrial and Applied Mathematics Series A Control, 1965
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960
- Multiple Wiener IntegralJournal of the Mathematical Society of Japan, 1951