An optimal control problem with a random stopping time
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Cites work
- Control of systems with jump Markov disturbances
- Dynamic Programming and Minimum Principles for Systems with Jump Markov Disturbances
- Existence theorems for Lagrange control problems with unbounded time domain
- Necessary Conditions for Optimal Control Problems with Infinite Horizons
- On the Admissible Synthesis in Optimal Control Theory and Differential Games
- On the Transversality Condition in Infinite Horizon Optimal Problems
- Optimal control of piecewise deterministic markov process
- Sufficient Conditions for Optimality and the Justification of the Dynamic Programming Method
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