Measure change techniques in optimal control

DOI10.1007/BF02683326zbMATH Open0872.93019OpenAlexW2042077403MaRDI QIDQ5961569FDOQ5961569

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

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zbMATH Keywords

dynamic programmingnonlinearmeasure changes

Mathematics Subject Classification ID

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

Cites Work

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Cited In (1)

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

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