scientific article; zbMATH DE number 3554125

zbMath0355.93041MaRDI QIDQ4128659

Jean-Pierre Lepeltier, B. Marchal

Publication date: 1977

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1977__13_1_45_0

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Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic analysis (60H99) Markov processes (60J99)

Related Items (3)

Nonanticipative risk sensitive control: the martingale method. ⋮ Integro-differential operators associated with diffusion processes with jumps ⋮ BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.

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• Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
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• Dynamic Programming Conditions for Partially Observable Stochastic Systems

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