Stochastic final-value control systems with a fuel constraint

DOI10.1016/0022-247X(68)90241-2MaRDI QIDQ2528441zbMATH OpenFDO

Authors R. C. Davis

Publication date 1968

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(68)90241-2

zbMATH Keywords

ordinary differential equations

Cites work

• Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solution
• scientific article; zbMATH DE number 3168214 (Why is no real title available?)
• scientific article; zbMATH DE number 3049575 (Why is no real title available?)
• On the Theory of Prediction of Nonstationary Stochastic Processes
• Sufficient statistics in the optimum control of stochastic systems

Cited in

(1)

• Maximum principle for stochastic control of SDEs with measurable drifts

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