Function space approach to a class of stochastic optimal control problems

DOI10.1007/BF00928298zbMath0177.13301OpenAlexW1967067389MaRDI QIDQ2534270

J. Y. S. Luh, Michael P. Lukas

Publication date: 1970

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00928298

zbMATH Keywords

ordinary differential equations

Cites Work

• Nonlinear oscillations and nonstationary flow in a zero temperature plasma. I: Initial and boundary value problems. II: General characteristics of the motion
• On a Matrix Riccati Equation of Stochastic Control
• An Iterative Procedure for Computing the Minimum of a Quadratic Form on a Convex Set

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