The probabilistic structure of controlled diffusion processes
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| Published in | Acta applicandae mathematicae Vol. 11; no. 1; pp. 19 - 48 |
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| Main Author | |
| Format | Journal Article |
| Language | English |
| Published |
01.01.1988
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| Online Access | Get full text |
| ISSN | 0167-8019 1572-9036 |
| DOI | 10.1007/BF00047113 |
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| Author | Borkar, Vivek S. |
|---|---|
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| References | W. Fleming (CR37) 1982; 20 A. K. Zvonkin (CR67) 1974; 22 H. J. Kushner (CR48) 1975; 15 J. P. Quadrat (CR57) 1980; 18 CR39 CR38 V. S. Borkar (CR17) 1986; 17 M. Nisio (CR54) 1976 CR34 CR33 M. H. A. Davis (CR23) 1973; 11 CR32 CR30 K. Yamada (CR66) 1984; 13 A. Ju. Veretennikov (CR64) 1981; 39 P. L. Lions (CR52) 1983; 8 J.-M. Bismut (CR12) 1973; 44 M. Robin (CR59) 1983; 1 R. Tarres (CR63) 1985; 23 W. Fleming (CR36) 1984; 93 CR2 V. S. Borkar (CR18) 1986; 18 CR6 V. E. Bene? (CR3) 1970; 8 CR7 CR9 R. J. Elliott (CR31) 1977; 15 CR47 CR46 J.-M. Bismut (CR14) 1982; 20 V. S. Borkar (CR15) 1983; 11 CR45 CR44 V. E. Bene? (CR5) 1983; 21 CR43 CR42 A. Bensoussan (CR8) 1983; 9 C. Striebel (CR60) 1984; 18 W. Fleming (CR35) 1982; 20 H. J. Kushner (CR49) 1978; 16 V. S. Borkar (CR19) 1987; 8 D. W. Stroock (CR61) 1982 T. Duncan (CR27) 1971; 9 U. G. Haussmann (CR41) 1982; 20 CR13 CR11 CR55 CR10 CR53 V. E. Bene? (CR4) 1971; 9 CR50 M. Nisio (CR56) 1983 M. H. A. Davis (CR25) 1973; 11 E. Wong (CR65) 1971; 9 P. L. Lions (CR51) 1983; 8 U. G. Haussmann (CR40) 1978; 16 V. S. Borkar (CR16) 1984; 4 CR29 CR28 R. M. Cox (CR22) 1985; 17 CR26 CR24 CR21 R. Rishel (CR58) 1970; 8 CR20 CR62 D. Allinger (CR1) 1981; 4 |
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