OPTIMAL STOCHASTIC CONTROL IN TERMS OF MARTINGALES

被引：0

作者：

FARLAY, G ^{[1
]}

机构：

[1] UNIV NAMUR, Namur, BELGIUM

来源：

ADVANCES IN APPLIED PROBABILITY | 1976年 / 8卷 / 02期

关键词：

D O I：

10.2307/1425888

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：

引用

页码：241 / 241

页数：1

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