EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED LINEAR DIFFUSIONS

被引：0

作者：

CHRISTOPEIT, N ^{[1
]}

HELMES, K ^{[1
]}

机构：

[1] UNIV BONN,DEPT APPL MATH,D-5300 BONN 1,FED REP GER

来源：

SYSTEMS & CONTROL LETTERS | 1983年 / 3卷 / 02期

关键词：

D O I：

10.1016/0167-6911(83)90008-7

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：105 / 112

页数：8

共 50 条

[1] ON THE EXISTENCE OF OPTIMAL PARTIALLY OBSERVED CONTROLS
ELLIOTT, RJ
KOHLMANN, M
[J]. APPLIED MATHEMATICS AND OPTIMIZATION, 1982, 9 (01): : 41 - 66
[2] ON THE EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED DIFFUSION
HAUSSMANN, UG
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1982, 20 (03) : 385 - 407
[3] Existence of Optimal Controls for Partially Observed Jump Processes
Claudia Ceci
Anna Gerardi
Paola Tardelli
[J]. Acta Applicandae Mathematica, 2002, 74 : 155 - 175
[4] Existence of optimal controls for partially observed jump processes
Ceci, C
Gerardi, A
Tardelli, P
[J]. ACTA APPLICANDAE MATHEMATICAE, 2002, 74 (02) : 155 - 175
[5] OPTIMAL-CONTROL FOR PARTIALLY OBSERVED DIFFUSIONS
FLEMING, WH
PARDOUX, E
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1982, 20 (02) : 261 - 285
[6] EXISTENCE OF OPTIMAL MARKOVIAN CONTROLS FOR DEGENERATE DIFFUSIONS
HAUSSMANN, UG
[J]. LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 78 : 171 - 186
[7] EXISTENCE THEOREM ON OPTIMAL CONTROL OF PARTIALLY OBSERVABLE DIFFUSIONS
AHMED, NU
TEO, KL
[J]. SIAM JOURNAL ON CONTROL, 1974, 12 (03): : 351 - 355
[8] NON-LINEAR SEMIGROUP FOR CONTROLLED PARTIALLY OBSERVED DIFFUSIONS
FLEMING, WH
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1982, 20 (02) : 286 - 301
[9] ON THE EXISTENCE OF OPTIMAL CONTROLS OF HILBERT SPACE-VALUED DIFFUSIONS
GATAREK, D
SOBCZYK, J
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1994, 32 (01) : 170 - 175
[10] CONTROL OF PARTIALLY OBSERVED DIFFUSIONS
ELLIOTT, RJ
YANG, H
[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1991, 71 (03) : 485 - 501

← 1 2 3 4 5 →