Existence results for optimal stochastic controls
type: Item
instance of: scholarly article
title: Existence results for optimal stochastic controls
zbMATH Open document ID: 0279.93056
DOI: 10.1007/BF00933203
published in: Journal of Optimization Theory and Applications
publication date: 1975-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 3440283
author: Harold J. Kushner
MaRDI profile type: Publication
cites work: Existence of Optimal Stochastic Control Laws
cites work: Approximations, existence, and numerical procedures for optimal stochastic controls
cites work: On the Existence of Optimal Stochastic Controls
cites work: Q5521110
cites work: Q4269108
cites work: The existence of optimal controls
cites work: On Filippov's Implicit Functions Lemma
cites work: On Square Integrable Martingales
cites work: Representation of Martingales, Quadratic Variation and Applications
full work available at URL: https://doi.org/10.1007/bf00933203
OpenAlex ID: W2011951499
description: scientific article; zbMATH DE number 3440283