ON THE MINIMUM PRINCIPLE FOR CONTROLLED DIFFUSIONS ON MANIFOLDS

被引：5

作者：

DAVIS, MHA ^{[1
]}

SPATHOPOULOS, MP ^{[1
]}

机构：

[1] STRATHCLYDE UNIV,DIV DYNAM & CONTROL,GLASGOW G1 1XS,SCOTLAND

来源：

关键词：

D O I：

10.1137/0327058

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：1092 / 1107

页数：16

共 17 条

[1] [Anonymous], 1980, CONTROLLED DIFFUSION
[2] Boothby WM, 1975, INTRO DIFFERENTIABLE
[3] CLARK JMC, 1974, SYSTEM THEORY
[4] DYNAMIC PROGRAMMING CONDITIONS FOR PARTIALLY OBSERVABLE STOCHASTIC SYSTEMS
DAVIS, MHA
VARAIYA, P
[J]. SIAM JOURNAL ON CONTROL, 1973, 11 (02): : 226 - 261
[5] PATHWISE NONLINEAR FILTERING FOR NONDEGENERATE DIFFUSIONS WITH NOISE CORRELATION
DAVIS, MHA
SPATHOPOULOS, MP
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1987, 25 (02) : 260 - 278
[6] DUNCAN TE, 1978, APPL MATH OPT, V3, P191
[7] EELLS J, 1976, CONTROL THEORY TOPIC, V3, P179
[8] ELSWORTHY KD, 1982, STOCHASTIC DIFFERENT
[9] Fleming WH., 1975, DETERMINISTIC STOCHA, Vvol. 1
[10] ON THE ADJOINT PROCESS FOR OPTIMAL-CONTROL OF DIFFUSION-PROCESSES
HAUSSMANN, UG
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1981, 19 (02) : 221 - 243