Adjoint processes in stochastic optimal control problems (Q3323825): Difference between revisions

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+https://doi.org/10.1080/00207178408933177
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+W2063815886
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@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
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+Dynamic Programming Conditions for Partially Observable Stochastic Systems
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+On the stochastic maximum principle. Fixed time of control
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+Q4139359
@@ Property / cites work: Q4139359 / rank @@
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+A general theory of extremals
@@ Property / cites work: A general theory of extremals / rank @@
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+On the gap between deterministic and stochastic ordinary differential equations
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