SEMIMARTINGALE MODELS OF STOCHASTIC OPTIMAL-CONTROL, WITH APPLICATIONS TO DOUBLE MARTINGALES

被引：5

作者：

BOEL, R ^{[1
]}

KOHLMANN, M ^{[1
]}

机构：

[1] UNIV BONN, INST ANGEW MATH, D-5300 BONN 1, FED REP GER

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1980年 / 18卷 / 05期

关键词：

D O I：

10.1137/0318038

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：511 / 533

页数：23

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