14.—Dynamic Programming applied to Some Non-linear Stochastic Control Systems

DOI10.1017/S0308210500016644zbMath0344.93083OpenAlexW2486724743MaRDI QIDQ4113718

A. T. Fuller

Publication date: 1976

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0308210500016644

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)

Cites Work

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