A standard form for sequential stochastic control

DOI10.1007/BF01824800zbMath0256.93063OpenAlexW2051066078MaRDI QIDQ5671885

H. S. Witsenhausen

Publication date: 1973

Published in: Mathematical Systems Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01824800

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites Work

• Functional analysis and time optimal control
• Sur la fonction d'appui des ensembles convexes dans un espace localement convexe
• On Information Structures, Feedback and Causality

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