Conjugate convex functions in optimal stochastic control

Integrals which are convex functionals

R. T. Rockafellar · Pacific Journal of Mathematics · 1968 · 530 citations · Full text

Natural Sciences, Computational Engineering, Applied Mechanics +8

Dynamic Programming Conditions for Partially Observable Stochastic Systems

Mark H. Davis, Pravin Varaiya · SIAM Journal on Control · 1973 · 234 citations

Natural Sciences, Mathematics, Dynamical Systems +16

Conjugate convex functions in optimal control and the calculus of variations

R. T. Rockafellar · Journal of Mathematical Analysis and Applications · 1970 · 231 citations

Natural Sciences, Mathematics, Dynamical Systems +13

Measurable dependence of convex sets and functions on parameters

R. T. Rockafellar · Journal of Mathematical Analysis and Applications · 1969 · 169 citations

Natural Sciences, Decision Sciences, Optimization +11