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Some remarks on a problem in stochastic optimal control

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1236)

Keywords

  • Optimal Control Problem
  • Conditional Probability Distribution
  • Stochastic Optimal Control
  • Conditional Probability Density
  • Standard Wiener Process

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References

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© 1987 Springer-Verlag

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Hopkins, W.E. (1987). Some remarks on a problem in stochastic optimal control. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications. Lecture Notes in Mathematics, vol 1236. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072885

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  • DOI: https://doi.org/10.1007/BFb0072885

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-17211-6

  • Online ISBN: 978-3-540-47408-1

  • eBook Packages: Springer Book Archive