๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Technique for Stochastic Control Problems with Unbounded Control Set

โœ Scribed by J.R. Dorroh; G. Ferreyra; P. Sundar


Book ID
110411018
Publisher
Springer US
Year
1999
Tongue
English
Weight
539 KB
Volume
12
Category
Article
ISSN
0894-9840

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A minimum principle for stochastic contr
โœ Huibert Kwakernaak ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 240 KB

A minimum principle for stochastic control problems with output feedback is derived by applying Bismut's minimum principle for stochastic control problems with full information about the past to the Kushner-Stratonovitch equation describing the controlled evolution of the conditional density of the