Additive Control of Stochastic Linear Systems with Finite Horizon
- 1 November 1985
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 23 (6), 858-899
- https://doi.org/10.1137/0323051
Abstract
No abstract availableKeywords
This publication has 41 references indexed in Scilit:
- Some singular control problem with long term average criterionPublished by Springer Science and Business Media LLC ,2005
- On singular stochastic control problems for diffusion with jumpsIEEE Transactions on Automatic Control, 1984
- On some cheap control problems for diffusion processesTransactions of the American Mathematical Society, 1983
- Optimal control problems with no turning backJournal of Differential Equations, 1980
- Controlled queues in heavy trafficAdvances in Applied Probability, 1975
- Optimal control of finite dams: continuous output procedureAdvances in Applied Probability, 1974
- Self-similar solutions of the bellman equation for optimal correction of random disturbances: PMM vol. 35, n≗2, 1971, pp. 333–342Journal of Applied Mathematics and Mechanics, 1971
- Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérésAnnales de l'institut Fourier, 1969
- A diffusion model for the control of a damJournal of Applied Probability, 1968
- Sequential decisions in the control of a space-ship (finite fuel)Journal of Applied Probability, 1967