Stochastic final-value control systems with a fuel constraint

DOI10.1016/0022-247X(68)90241-2zbMath0162.14401MaRDI QIDQ2528441

R. C. Davis

Publication date: 1968

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

ordinary differential equations

Related Items

Maximum principle for stochastic control of SDEs with measurable drifts

Cites Work

• Sufficient statistics in the optimum control of stochastic systems
• Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solution
• On the Theory of Prediction of Nonstationary Stochastic Processes
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