Optimality criteria for controlled discontinuous processes

DOI10.1016/0020-0255(79)90043-4MaRDI QIDQ1147988zbMATH OpenOpenAlexFDO

Authors Izidor Gertner, David Rappaport

Publication date 1979

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(79)90043-4

zbMATH Keywords

discontinuous processesHamilton-Jacobi criteria

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Hamilton-Jacobi theories (49L99)

Cites work

• scientific article; zbMATH DE number 3543361 (Why is no real title available?)
• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• Existence of Optimal Stochastic Control Laws
• Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
• Quelques applications de la formule de changement de variables pour les semimartingales
• Reduction of the supervisory control problem for Petri nets
• Transformation of local martingales under a change of law

This page was built for publication: Optimality criteria for controlled discontinuous processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1147988)