SOLUTIONS OF A STOCHASTIC CONTROL SYSTEM

[1] EXISTENCE OF OPTIMAL STRATEGIES BASED ON SPECIFIED INFORMATION, FOR A CLASS OF STOCHASTIC DECISION PROBLEMS [J]. SIAM JOURNAL ON CONTROL, 1970, 8 (02): : 179 - &

[2] BENES VE, TO BE PUBLISHED

[3] OPTIMAL CONTINUOUS-PARAMETER STOCHASTIC CONTROL [J]. SIAM REVIEW, 1969, 11 (04) : 470 - +

[4] FLEMING WH, 1966, J MATH MECH, V15, P777

[5] Girsanov I.V., 1960, THEOR PROBAB APPL, V5, P285, DOI DOI 10.1137/1105027

[6] ITO K, 1951, J MATH SOC JAPAN, V3, P158

[7] KUSHNER HJ, 1965, SIAM J CONT, V3, P463

[8] McKean H. P, 1969, STOCHASTIC INTEGRALS

[1] EXISTENCE OF OPTIMAL STRATEGIES BASED ON SPECIFIED INFORMATION, FOR A CLASS OF STOCHASTIC DECISION PROBLEMS [J]. SIAM JOURNAL ON CONTROL, 1970, 8 (02): : 179 - &

[2] BENES VE, TO BE PUBLISHED

[3] OPTIMAL CONTINUOUS-PARAMETER STOCHASTIC CONTROL [J]. SIAM REVIEW, 1969, 11 (04) : 470 - +

[4] FLEMING WH, 1966, J MATH MECH, V15, P777

[5] Girsanov I.V., 1960, THEOR PROBAB APPL, V5, P285, DOI DOI 10.1137/1105027

[6] ITO K, 1951, J MATH SOC JAPAN, V3, P158

[7] KUSHNER HJ, 1965, SIAM J CONT, V3, P463

[8] McKean H. P, 1969, STOCHASTIC INTEGRALS