MARTINGALE CONDITIONS FOR THE OPTIMAL-CONTROL OF CONTINUOUS-TIME STOCHASTIC-SYSTEMS

被引：9

|

作者：

STRIEBEL, C

机构：

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1984年 / 18卷 / 02期

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D O I：

10.1016/0304-4149(84)90304-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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页码：329 / 347

页数：19

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