STOCHASTIC-CONTROL AND EXIT PROBABILITIES OF JUMP-PROCESSES

被引：15

作者：

SHEU, SJ ^{[1
]}

机构：

[1] BROWN UNIV,DEPT MATH,PROVIDENCE,RI 02912

来源：

关键词：

D O I：

10.1137/0323022

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：306 / 328

页数：23

共 11 条

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FLEMING, WH ;

TSAI, CP .

[3]

FLEMING WH, 1978, APPL MATH OPT, V4, P329

[4]

FLEMING WH, 1977, IRIA SEMINARS REV

[5]

FLEMING WH, 1982, LECTURE NOTES CONTRO, V42

[6]

GIKHMAN II, 1970, THEORY STOCHASTIC PR, V2

[7]

HERNANDEZLERMA O, 1977, THESIS BROWN U PROVI

[8]

Rockafellar R.T., CONVEX ANAL

[9]

VENTSEL AD, 1976, THEOR PROBAB APPL+, V21, P499

[10]

VENTSEL AD, 1976, THEOR PROBAB APPL+, V21, P227