This is a preview of subscription content, log in via an institution to check access.
Preview
Unable to display preview. Download preview PDF.
References
Molchanov, S.A., and Ostrovskii, E.: Symmetric stable process as traces of degenerate diffusion process. Theory Probab. Applications 14 (1969) pp. 128–131.
Pragarauskas, H.: On the optimal control of discontinuous random processes (Russian). In: "Trudi Skoli — seminara po teorii Sluchaynih Processov", Vilnius 1975.
Sato, K., and Ueno, T.: Multi — dimensional diffusion and the Markov process on the boundary. J. Math. Kyoto Univ. 4 (1965) pp. 529–605.
Vermes, D.: A necessary and sufficient condition of optimality for Markovian control problems. Acta Sci. Math. (Szeged) 34 (1973) pp. 401–413.
Vermes, D.: On the semigroup theory of stochastic control. In: "Stochastic Differential Systems, Vilnius 1978", Lecture Notes in Control and Information Sciences, Vol. 25, pp. 91–102, Springer Verlag.
Vermes, D.: Extremality properties of the optimal strategy in Markovian control problems. In: "Analysis and Optimisation of Stochastic Systems", Oxford, 1978, pp. 35–47. Academic Press 1980.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1982 Springer-Verlag
About this paper
Cite this paper
Vermes, D. (1982). Optimal control based on observations on the boundary. In: Kohlmann, M., Christopeit, N. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 43. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0044318
Download citation
DOI: https://doi.org/10.1007/BFb0044318
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-12061-2
Online ISBN: 978-3-540-39518-8
eBook Packages: Springer Book Archive