ON THE ADJOINT PROCESS FOR OPTIMAL-CONTROL OF DIFFUSION-PROCESSES

[1] EXISTENCE OF OPTIMAL STOCHASTIC CONTROL LAWS [J]. SIAM JOURNAL ON CONTROL, 1971, 9 (03): : 446 - &

[2] FUNCTIONALS OF DIFFUSION-PROCESSES AS STOCHASTIC INTEGRALS [J]. MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1980, 87 (JAN) : 157 - 166

[3] Fleming W.H., 1975, DETERMINISTIC STOCHA

[4] DUALITY AND A PRIORI ESTIMATES IN MARKOVIAN OPTIMIZATION PROBLEMS [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1966, 16 (02) : 254 - &

[5] OPTIMAL CONTROL OF PARTIALLY OBSERVABLE DIFFUSIONS [J]. SIAM JOURNAL ON CONTROL, 1968, 6 (02): : 194 - &

[6] FLEMING WH, 1964, J MATH MECH, V13, P987

[7] STOCHASTIC CONTROL FOR SMALL NOISE INTENSITIES [J]. SIAM JOURNAL ON CONTROL, 1971, 9 (03): : 473 - +

[8] Friedman A., 1975, PROBABILITY MATH STA, V28

[9] Haussmann U. G., 1979, Stochastics, V3, P17, DOI 10.1080/17442507908833134

[10] HAUSSMANN UG, 1978, SIAM J CONTROL OPTIM, V16, P252, DOI 10.1137/0316016

[1] EXISTENCE OF OPTIMAL STOCHASTIC CONTROL LAWS [J]. SIAM JOURNAL ON CONTROL, 1971, 9 (03): : 446 - &

[2] FUNCTIONALS OF DIFFUSION-PROCESSES AS STOCHASTIC INTEGRALS [J]. MATHEMATICAL PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1980, 87 (JAN) : 157 - 166

[3] Fleming W.H., 1975, DETERMINISTIC STOCHA

[4] DUALITY AND A PRIORI ESTIMATES IN MARKOVIAN OPTIMIZATION PROBLEMS [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1966, 16 (02) : 254 - &

[5] OPTIMAL CONTROL OF PARTIALLY OBSERVABLE DIFFUSIONS [J]. SIAM JOURNAL ON CONTROL, 1968, 6 (02): : 194 - &

[6] FLEMING WH, 1964, J MATH MECH, V13, P987

[7] STOCHASTIC CONTROL FOR SMALL NOISE INTENSITIES [J]. SIAM JOURNAL ON CONTROL, 1971, 9 (03): : 473 - +

[8] Friedman A., 1975, PROBABILITY MATH STA, V28

[9] Haussmann U. G., 1979, Stochastics, V3, P17, DOI 10.1080/17442507908833134

[10] HAUSSMANN UG, 1978, SIAM J CONTROL OPTIM, V16, P252, DOI 10.1137/0316016