Existence results for optimal stochastic controls
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Publication:1843525
DOI10.1007/BF00933203zbMath0279.93056OpenAlexW2011951499MaRDI QIDQ1843525
Publication date: 1975
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00933203
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- Approximations, existence, and numerical procedures for optimal stochastic controls
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- On Filippov's Implicit Functions Lemma
- On the Existence of Optimal Stochastic Controls
- On Square Integrable Martingales
- Existence of Optimal Stochastic Control Laws
