Martingale conditions for the optimal control of continuous time stochastic systems (Q800033): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0304-4149(84)90304-1 / rank | |||
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| Property / OpenAlex ID: W2016931803 / rank | |||
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| Property / cites work: Q3254057 / rank | |||
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| Property / cites work: Q5342182 / rank | |||
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| Property / cites work: Stochastic differential equations for the non linear filtering problem / rank | |||
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| Property / cites work: Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control / rank | |||
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| Property / cites work: On the Separation Theorem of Stochastic Control / rank | |||
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Latest revision as of 14:54, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale conditions for the optimal control of continuous time stochastic systems |
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Martingale conditions for the optimal control of continuous time stochastic systems (English)
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1984
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martingale condition
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continuous time control problem
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