Measure change techniques in optimal control

DOI10.1007/BF02683326MaRDI QIDQ5961569zbMATH OpenOpenAlexFDO

Authors Robert J. Elliott, Lakhdar Aggoun

Publication date 25 February 1997

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02683326

zbMATH Keywords

dynamic programmingnonlinearmeasure changes

Mathematics Subject Classification ID

Linearizations (93B18) Optimal stochastic control (93E20) Transformations (93B17)

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Cited in

(1)

• Finite-Dimensional Filtering and Control for Continuous-Time Nonlinear Systems

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