An application of itô's formula to stochastic control systems

  • Petr Mandl
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 294)


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  1. [1]
    Fleming W.H.: Duality and a Priori Estimates in Markovian Optimization Problems, J. of Math. Analysis and Appl. 16, 254–279 (1966).MathSciNetCrossRefzbMATHGoogle Scholar
  2. [2]
    Mandl P.: On the Adaptive Control of Finite State Markov Processes. Submitted for publication in Z. für Wahrscheinlichkeitstheorie u. verw. G.Google Scholar

Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • Petr Mandl
    • 1
  1. 1.Institute of Information Theory and AutomationPrague

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