Optimality criteria for controlled discontinuous processes

DOI10.1016/0020-0255(79)90043-4zbMath0451.49013OpenAlexW1972499462MaRDI QIDQ1147988

David Rappaport, Izidor Gertner

Publication date: 1979

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(79)90043-4

zbMATH Keywords

discontinuous processesHamilton-Jacobi criteria

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Hamilton-Jacobi theories (49L99)

Cites Work

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• Transformation of local martingales under a change of law
• Reduction of the supervisory control problem for Petri nets
• Quelques applications de la formule de changement de variables pour les semimartingales
• Existence of Optimal Stochastic Control Laws
• Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
• Dynamic Programming Conditions for Partially Observable Stochastic Systems

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