Optimal Continuous-Parameter Stochastic Control

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Previous article Next article Optimal Continuous-Parameter Stochastic ControlWendell H. FlemingWendell H. Fleminghttps://doi.org/10.1137/1011086PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Masanao Aoki, Optimization of stochastic systems. Topics in discrete-time systems, Mathematics in Science and Engineering, Vol. 32, Academic Press, New York, 1967xy+354 MR0234749 0168.15802 Google Scholar[2] N. I. Andreyev, Correlation theory of statistically optimal systems, Translated from the Russian by Scripta Technica, Inc. Edited by Wendell H. Fleming, W. B. Saunders Co., Philadelphia, Pa., 1969x+370 MR0243886 0194.46102 Google Scholar[3] A. A. Fel'dbaum, Optimal control systems, Translated from the Russian by A. Kraiman. Mathematics in Science and E ngineering, Vol. 22, Academic Press, New York, 1965x+452 MR0191673 0138.33901 Google Scholar[4] Ronald A. 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