APPROXIMATIONS, EXISTENCE, AND NUMERICAL PROCEDURES FOR OPTIMAL STOCHASTIC CONTROLS

被引：9

作者：

KUSHNER, HJ ^{[1
]}

YU, CF ^{[1
]}

机构：

[1] BROWN UNIV,DIV APPL MATH & ENGN,PROVIDENCE,RI 02912

来源：

关键词：

D O I：

10.1016/0022-247X(74)90052-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：563 / 587

页数：25

共 10 条

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BENES, VE .

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[2]

Billingsley P., 1968, Convergence of Probability Measures

KUSHNER, HJ .

[4] MATHEMATICAL PROGRAMMING AND CONTROL OF MARKOV CHAINS [J].

KUSHNER, HJ .

[5]

KUSHNER HJ, 1972, CDS724 TECHN REP

[6]

KUSHNER HJ, 1972, 723 BROWN U CTR DYN

[7] ON FILIPPOVS IMPLICIT FUNCTIONS LEMMA [J].

MCSHANE, EJ ;

WARFIELD, RB .

RISHEL, RW .

SIAM JOURNAL ON CONTROL, 1971, 9 (04) :519-&

[9]

Roxin E., 1962, Michigan Mathematical Journal, V9, P109

[10]

Skorohod AV., 1956, Teor. Veroyatnost. i Primenen, V1, P289