OPTIMAL STOCHASTIC CONTROL IN TERMS OF MARTINGALES .1. SYSTEMATIC INTRODUCTION OF MARTINGALES IN STOCHASTIC CONTROL-THEORY

被引：0

作者：

ANDRE, C ^{[1
]}

FARLAY, G ^{[1
]}

机构：

[1] FAC UNIV NAMUR,DEPT MATH,NAMUR,BELGIUM

来源：

ANNALES DE LA SOCIETE SCIENTIFIQUE DE BRUXELLES SERIES 1-SCIENCES MATHEMATIQUES ASTRONOMIQUES ET PHYSIQUES | 1976年 / 90卷 / 01期

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D O I：

暂无

中图分类号：

P1 [天文学];

学科分类号：

0704 ;

摘要：

引用

页码：3 / 14

页数：12

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