STRUCTURE OF OPTIMAL STOCHASTIC CONTROLS

被引:5
作者
BALAKRISHNAN, AV
机构
关键词
D O I
10.1007/BF01449025
中图分类号
O29 [应用数学];
学科分类号
070104 ;
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页码:87 / 94
页数:8
相关论文
共 8 条
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[Anonymous], 1968, FILTERING STOCHASTIC
[2]  
BALAKRISHNAN AV, 1972, J SIAM CONTROL, V10
[3]  
BALAKRISHNAN AV, 1973, LECTURE NOTES ECONOM, V84
[4]  
FUJISAKI M, 1972, OSAKA J MATHEMATICS, V9
[5]  
Gikhman I. I., 1972, STOCHASTIC DIFFERENT
[6]  
GIRSANOV IV, 1960, THEORY PROBABILITY A, V5
[7]  
LIPCER RS, 1972, JZVESTIA AN USSR M, V36, P847
[8]  
WONHAM WM, 1970, PROBABILISTIC METHOD, V2