OPTIMAL-CONTROL OF A STOCHASTIC-SYSTEM

被引：27

作者：

ELLIOTT, RJ ^{[1
]}

机构：

[1] UNIV HULL,DEPT PURE MATH,HULL HU5 2DW,ENGLAND

来源：

关键词：

D O I：

10.1137/0315048

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：756 / 778

页数：23

共 13 条

[1] EXISTENCE OF OPTIMAL STOCHASTIC CONTROL LAWS [J].

BENES, VE .

SIAM JOURNAL ON CONTROL, 1971, 9 (03) :446-&

[2] DISTRIBUTION FUNCTION INEQUALITIES FOR MARTINGALES [J].

BURKHOLDER, DL .

DAVIS, MHA ;

VARAIYA, P .

SIAM JOURNAL ON CONTROL, 1973, 11 (02) :226-261

[4] EXISTENCE OF OPTIMAL POLICIES IN STOCHASTIC CONTROL [J].

DAVIS, MHA .

SIAM JOURNAL ON CONTROL, 1973, 11 (04) :587-594

[5]

DELLACHERIE C, 1975, PROBABILITES POTENTI, pCH1

[6]

Dunford N., 1958, LINEAR OPERATORS 1

[7]

Girsanov I.V., 1960, THEOR PROBAB APPL, V5, P285, DOI DOI 10.1137/1105027

[8]

Halmos P.R., 1950, MEASURE THEORY

[9]

HAUSSMANN UG, 1975, S STOCHASTIC SYSTEMS

[10]

Loeve M., 1977, PROBABILITY THEORY