APPROXIMATION METHOD IN OPTIMAL STOCHASTIC CONTROL

被引：3

作者：

BISMUT, JM

机构：

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1978年 / 16卷 / 01期

关键词：

D O I：

10.1137/0316009

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：122 / 130

页数：9

共 13 条

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[3] CONJUGATE CONVEX FUNCTIONS IN OPTIMAL STOCHASTIC CONTROL [J].

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[4]

BISMUT JM, UNPUBLISHED

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DAVIS, MHA ;

VARAIYA, P .

SIAM JOURNAL ON CONTROL, 1973, 11 (02) :226-261

[6] SOLUTIONS OF A STOCHASTIC CONTROL SYSTEM [J].

DUNCAN, T ;

VARAIYA, P .

SIAM JOURNAL ON CONTROL, 1971, 9 (03) :354-&

[7]

FLEMIMG WH, 1963, J MATH MECH, V12, P131

[8]

MEYER PA, 1968, LECTURE NOTES MATHEM

[9] DIFFUSION PROCESSES WITH CONTINUOUS COEFFICIENTS .I. [J].

STROOCK, DW ;

VARADHAN, SR .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1969, 22 (03) :345-&

[10] DIFFUSION PROCESSES WITH BOUNDARY CONDITIONS [J].

STROOCK, DW ;

VARADHAN, SR .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1971, 24 (02) :147-&

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