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Stochastic control problems

Part of the Lecture Notes in Mathematics book series (LNM,volume 680)

Keywords

  • Optimal Control Problem
  • Unit Disc
  • Stochastic Control
  • Admissible Control
  • Conditional Density

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References

  1. H Kushner: Introduction to Stochastic Control. Holt, Rinehart and Winston, New York 1971.

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© 1978 Springer-Verlag

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Åström, K.J. (1978). Stochastic control problems. In: Coppel, W.A. (eds) Mathematical Control Theory. Lecture Notes in Mathematics, vol 680. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0065311

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  • DOI: https://doi.org/10.1007/BFb0065311

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08941-4

  • Online ISBN: 978-3-540-35714-8

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