OPTIMAL-CONTROL OF JUMP PROCESSES

被引：73

作者：

BOEL, R

VARAIYA, P

机构：

[1] UNIV CALIF BERKELEY, DEPT ELECT ENGN & COMP SCI, BERKELEY, CA 94720 USA

[2] UNIV CALIF BERKELEY, ELECTR RES LAB, BERKELEY, CA 94720 USA

[3] MIT, DEPT ELECT ENGN, CAMBRIDGE, MA 02139 USA

来源：

关键词：

D O I：

10.1137/0315008

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：92 / 119

页数：28

共 36 条

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[2] EXISTENCE OF OPTIMAL STRATEGIES BASED ON SPECIFIED INFORMATION, FOR A CLASS OF STOCHASTIC DECISION PROBLEMS
BENES, VE
[J]. SIAM JOURNAL ON CONTROL, 1970, 8 (02): : 179 - &
[3] BISMUT JM, 1972, INF720172001 I RECH
[4] Blumenthal R.M., 1968, PURE APPL MATH, V29
[5] MARTINGALES ON JUMP PROCESSES .1. REPRESENTATION RESULTS
BOEL, R
VARAIYA, P
WONG, E
[J]. SIAM JOURNAL ON CONTROL, 1975, 13 (05): : 999 - 1021
[6] MARTINGALES ON JUMP PROCESSES .2. APPLICATIONS
BOEL, R
VARAIYA, P
WONG, E
[J]. SIAM JOURNAL ON CONTROL, 1975, 13 (05): : 1022 - 1061
[7] BOEL R, 1973, M409 ERL U CAL EL RE
[8] BOEL R, 1974, ERLM448 U CAL EL RES
[9] BOEL R, 1973, M407 ERL U CAL EL RE
[10] CHOU CS, LECTURE NOTES MATHEM