Conjugate convex functions in optimal stochastic control

DOI10.1016/0022-247X(73)90066-8zbMath0276.93060OpenAlexW2009905602WikidataQ56610459 ScholiaQ56610459MaRDI QIDQ1393382

Jean-Michel Bismut

Publication date: 1973

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(73)90066-8

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic analysis (60H99)

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Cites Work

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• An Approximation Method in Optimal Stochastic Control
• Optimal Discounted Stochastic Control for Diffusion Processes
• Dynamic Programming Conditions for Partially Observable Stochastic Systems

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