Martingale conditions for the optimal control of continuous time stochastic systems (Q800033): Difference between revisions

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+https://doi.org/10.1016/0304-4149(84)90304-1
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+W2016931803
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+Q3254057
@@ Property / cites work: Q3254057 / rank @@
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+Q5342182
@@ Property / cites work: Q5342182 / rank @@
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@@ Property / cites work @@
+Stochastic differential equations for the non linear filtering problem
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@@ Property / cites work @@
+Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
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+Q5524051
@@ Property / cites work: Q5524051 / rank @@
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@@ Property / cites work @@
+On the Separation Theorem of Stochastic Control
@@ Property / cites work: On the Separation Theorem of Stochastic Control / rank @@
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+Publication:800033