STOCHASTIC MAXIMUM PRINCIPLE FOR DISTRIBUTED PARAMETER-SYSTEMS

被引:104
作者
BENSOUSSAN, A
机构
来源
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 1983年 / 315卷 / 5-6期
关键词
D O I
10.1016/0016-0032(83)90059-5
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:387 / 406
页数:20
相关论文
共 12 条
[1]  
BENSOUSSAN A, 1969, RENDI CONTI MATEMATI
[2]  
BENSOUSSAN A, 1981, JUL CIME COURS STOCH
[3]  
BENSOUSSAN A, 1975, SIAM J CONTROL, V13
[4]  
Bensoussan A., 1978, DISTRIBUTED PARAMETE
[5]  
BISMUT JM, 1973, THESIS PARIS
[6]  
BISMUT JM, 1978, SIAM REV, V20
[7]  
KUNITA H, 1967, NAGOYA MATH J, V30
[8]   NECESSARY CONDITIONS FOR CONTINUOUS PARAMETER STOCHASTIC OPTIMIZATION PROBLEMS [J].
KUSHNER, HJ .
SIAM JOURNAL ON CONTROL, 1972, 10 (03) :550-&
[9]   ON OPTIMAL CONTROL OF A SYSTEM GOVERNED BY A LINEAR PARABOLIC EQUATION WITH WHITE NOISE INPUTS [J].
KUSHNER, HJ .
SIAM JOURNAL ON CONTROL, 1968, 6 (04) :596-&
[10]  
Lions JL, 1968, CONTROLE OPTIMAL SYS