Optimal Continuous-Parameter Stochastic Control
- 1 October 1969
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Review
- Vol. 11 (4), 470-509
- https://doi.org/10.1137/1011086
Abstract
No abstract availableThis publication has 61 references indexed in Scilit:
- The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion processesJournal of Differential Equations, 1969
- A general likelihood-ratio formula for random signals in Gaussian noiseIEEE Transactions on Information Theory, 1969
- Numerical methods for the solution of the degenerate nonlinear elliptic equations arising in optimal stochastic control theoryIEEE Transactions on Automatic Control, 1968
- Dynamical equations for optimal nonlinear filteringJournal of Differential Equations, 1967
- On the relation between ordinary and stochastic differential equationsInternational Journal of Engineering Science, 1965
- Near Optimal Control in the Presence of Small Stochastic PerturbationsJournal of Basic Engineering, 1965
- Optimization and Control of Nonlinear Systems Using the Second VariationJournal of the Society for Industrial and Applied Mathematics Series A Control, 1963
- Optimal Control of Continuous Time, Markov, Stochastic Systems†Journal of Electronics and Control, 1961
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960