OPTIMAL STOCHASTIC CONTROL

It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated. A brief survey of the problem involved in attempting to formulate and to solve optimal stochastic control problems is discussed along with the corresponding results and thoughts about future research. Mathematical niceties are not presented but a list of references where they may be found is included. © 1969.