Proper representation and optimal control of a non-linear stochastic system
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Publication:4186908
DOI10.1080/00207727908941570zbMath0402.49020OpenAlexW2079705443MaRDI QIDQ4186908
Publication date: 1979
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207727908941570
Markov ProcessGirsanov-Type TransformationNonlinear Partial Integro-Differential EquationsNonlinear Stochastic System
Continuous-time Markov processes on general state spaces (60J25) Nonlinear systems in control theory (93C10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)
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