Duality and a priori estimates in Markovian optimization problems
From MaRDI portal
Publication:2541466
DOI10.1016/0022-247X(66)90170-3zbMath0203.22101MaRDI QIDQ2541466
Publication date: 1966
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Related Items
A partial history of the early development of continuous-time nonlinear stochastic systems theory, Optimal control problems with no turning back, On control of time for reaching a domain by random motion, Optimal exit probabilities and differential games, On probability control of certain systems, Optimal stochastic control, The Cauchy problem for a nonlinear first order partial differential equation, Stochastic differential games, Teoremi d'esistenza per problemi di controllo ottimo retti da equazioni ellittiche o paraboliche, Single person controlled diffusions with discounted costs
Cites Work
- A general theory of nonlinear estimation problems in control systems
- On stationary solutions of a stochastic differential equation
- On the stochastic maximum principle. Fixed time of control
- Martingales and One-Dimensional Diffusion
- Cauchy’s Problem for Degenerate Quasilinear Parabolic Equations
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item