A maximum principle for stochastic control systems
- 1 April 1964
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 8 (2), 287-302
- https://doi.org/10.1016/0022-247x(64)90070-8
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Optimal stochastic controlIRE Transactions on Automatic Control, 1962
- A Discrete Version of Pontrjagin's Maximum Principle†Journal of Electronics and Control, 1962
- Optimal Control of Continuous Time, Markov, Stochastic Systems†Journal of Electronics and Control, 1961