EXAMPLE OF OPTIMAL STOCHASTIC CONTROL WITH CONSTRAINTS

被引:7
作者
BISMUT, JM [1 ]
机构
[1] FAC SCI PARIS,DEPT MATH,PARIS,FRANCE
来源
SIAM JOURNAL ON CONTROL | 1974年 / 12卷 / 03期
关键词
D O I
10.1137/0312032
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
收藏
页码:401 / 418
页数:18
相关论文
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    ROCKAFELLAR, RT
    [J]. PACIFIC JOURNAL OF MATHEMATICS, 1968, 24 (03) : 525 - +