INTRODUCTORY APPROACH TO DUALITY IN OPTIMAL STOCHASTIC CONTROL

被引：271

作者：

BISMUT, JM

机构：

来源：

关键词：

D O I：

10.1137/1020004

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：62 / 78

页数：17

共 25 条

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[2] LINEAR QUADRATIC OPTIMAL STOCHASTIC CONTROL WITH RANDOM COEFFICIENTS
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[3] CONJUGATE CONVEX FUNCTIONS IN OPTIMAL STOCHASTIC CONTROL
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[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1973, 44 (02) : 384 - 404
[4] BISMUT JM, 1976, MEM AM MATH SOC, V4, pR1
[5] EXAMPLE OF INTERACTION BETWEEN INFORMATION AND CONTROL - TRANSPARENCY OF A GAME
BISMUT, JM
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (05) : 518 - 522
[6] BISMUT JM, 1973, THESIS FS PARIS
[7] BISMUT JM, UNPUBLISHED
[8] DYNAMIC PROGRAMMING CONDITIONS FOR PARTIALLY OBSERVABLE STOCHASTIC SYSTEMS
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[9] EXISTENCE OF OPTIMAL POLICIES IN STOCHASTIC CONTROL
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[J]. SIAM JOURNAL ON CONTROL, 1973, 11 (04): : 587 - 594
[10] SOLUTIONS OF A STOCHASTIC CONTROL SYSTEM
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VARAIYA, P
[J]. SIAM JOURNAL ON CONTROL, 1971, 9 (03): : 354 - &