CONJUGATE CONVEX FUNCTIONS IN OPTIMAL STOCHASTIC CONTROL

被引:382
作者
BISMUT, JM [1 ]
机构
[1] CORPS MINES,PARIS,FRANCE
关键词
D O I
10.1016/0022-247X(73)90066-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:384 / 404
页数:21
相关论文
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DAVIS MH, TO BE PUBLISHED
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[5]  
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[6]  
Kushner H.J., 1967, STOCHASTIC STABILITY
[7]  
Meyer P.-A., 1966, PROBABILITES POTENTI
[8]  
MEYER PA, 1967, LECTURE NOTES MATH, P72
[9]  
MOREAU JJ, 1966, FONCTIONELLES CONVES
[10]   MEASURABLE DEPENDENCE OF CONVEX SETS AND FUNCTIONS ON PARAMETERS [J].
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