On the uniqueness of optimal controls
Séminaire de probabilités de Strasbourg (1979)
- Volume: 13, page 548-556
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topFujisaki, Masatoshi. "On the uniqueness of optimal controls." Séminaire de probabilités de Strasbourg 13 (1979): 548-556. <http://eudml.org/doc/113248>.
@article{Fujisaki1979,
author = {Fujisaki, Masatoshi},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {uniqueness; optimal controls; completely observable; stochastic control},
language = {eng},
pages = {548-556},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the uniqueness of optimal controls},
url = {http://eudml.org/doc/113248},
volume = {13},
year = {1979},
}
TY - JOUR
AU - Fujisaki, Masatoshi
TI - On the uniqueness of optimal controls
JO - Séminaire de probabilités de Strasbourg
PY - 1979
PB - Springer - Lecture Notes in Mathematics
VL - 13
SP - 548
EP - 556
LA - eng
KW - uniqueness; optimal controls; completely observable; stochastic control
UR - http://eudml.org/doc/113248
ER -
References
top- [1] M. Fujisaki. On stochastic control of a Wiener process. J. Math. Kyoto University. 18-2 (1978 ) p. 229-238. Zbl0406.93062MR529454
- [2] N. Ikeda and S. Watanabe. A comparison theorem for solutions of stochastic differential equations and its applications. Osaka J. Math.14, 1977, p. 619-633. Zbl0376.60065MR471082
- [3] R.S. Liptzer and A.N. Shiryaev. Statistics of stochastic processes. Izd. Nauka, 1975.
- [4] M. Yor. Les filtrations de certaines martingales du mouvement brownien dans Rn. Dans ce volume. Zbl0418.60057
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