EXISTENCE OF OPTIMAL STOCHASTIC CONTROL LAWS

[1] BENES VE, 1968, ANN MATH STATIST, V39, P785

[2] Transformations of Wiener integrals under translations [J]. ANNALS OF MATHEMATICS, 1944, 45 : 386 - 396

[3] REPRESENTATION OF FUNCTIONALS OF BROWNIAN MOTION BY STOCHASTIC INTEGRALS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (04): : 1282 - &

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] DUNCAN TE, TO BE PUBLISHED

[6] DUNCAN TE, 1967, 70014 STANF U CTR SY

[7] DUNCAN TE, 1967, 705012 STANF U CTR S

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

[9] OPTIMAL CONTINUOUS-PARAMETER STOCHASTIC CONTROL [J]. SIAM REVIEW, 1969, 11 (04) : 470 - +

[10] FLEMING WH, 1966, J MATH MECH, V15, P777

[1] BENES VE, 1968, ANN MATH STATIST, V39, P785

[2] Transformations of Wiener integrals under translations [J]. ANNALS OF MATHEMATICS, 1944, 45 : 386 - 396

[3] REPRESENTATION OF FUNCTIONALS OF BROWNIAN MOTION BY STOCHASTIC INTEGRALS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (04): : 1282 - &

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] DUNCAN TE, TO BE PUBLISHED

[6] DUNCAN TE, 1967, 70014 STANF U CTR SY

[7] DUNCAN TE, 1967, 705012 STANF U CTR S

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

[9] OPTIMAL CONTINUOUS-PARAMETER STOCHASTIC CONTROL [J]. SIAM REVIEW, 1969, 11 (04) : 470 - +

[10] FLEMING WH, 1966, J MATH MECH, V15, P777