Duality and a priori estimates in Markovian optimization problems

DOI10.1016/0022-247X(66)90170-3zbMath0203.22101MaRDI QIDQ2541466

Wendell H. Fleming

Publication date: 1966

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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Cites Work

• A general theory of nonlinear estimation problems in control systems
• On stationary solutions of a stochastic differential equation
• On the stochastic maximum principle. Fixed time of control
• Martingales and One-Dimensional Diffusion
• Cauchy’s Problem for Degenerate Quasilinear Parabolic Equations
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