Add to ORKGBibliography: leaves 30-33."January, 1979."U.S. Air Force Office of Sponsored Research Grant AFOSR 77-3281 Department of Energy Contract EX-76-A-01-2295M.H.A. Davis
The original publication is available at www.springerlink.comThis paper provides new insights into t...
Abstract—In this paper, we consider a class of stochas-tic optimal control problems with risk constr...
The aim of this paper is to provide the proof of a Dynamic Programming Principle for a certain class...
This thesis presents two research topics, the first one being divided into two parts. In the first p...
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the...
1. Introduction and summary. This paper is concerned with applying the theory of martingales of jump...
In this work, we are interested in the necessary conditions of optimality in stochastic optimal co...
In this note, we rigorously justify a conditioning argument which is often (explicitly or implicitly...
In this note, we rigorously justify a conditioning argument which is often (explicitly or implicitly...
Abstract This paper approaches optimal control problems for discrete-time controlled Markov processe...
This thesis constructs an abstract framework in which the dynamic programming principle (DPP) can be...
This thesis constructs an abstract framework in which the dynamic programming principle (DPP) can be...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
Abstract—In this paper, we consider a class of stochas-tic optimal control problems with risk constr...
The aim of this paper is to provide the proof of a Dynamic Programming Principle for a certain class...
This thesis presents two research topics, the first one being divided into two parts. In the first p...
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the...
1. Introduction and summary. This paper is concerned with applying the theory of martingales of jump...
In this work, we are interested in the necessary conditions of optimality in stochastic optimal co...
In this note, we rigorously justify a conditioning argument which is often (explicitly or implicitly...
In this note, we rigorously justify a conditioning argument which is often (explicitly or implicitly...
Abstract This paper approaches optimal control problems for discrete-time controlled Markov processe...
This thesis constructs an abstract framework in which the dynamic programming principle (DPP) can be...
This thesis constructs an abstract framework in which the dynamic programming principle (DPP) can be...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
Abstract—In this paper, we consider a class of stochas-tic optimal control problems with risk constr...
The aim of this paper is to provide the proof of a Dynamic Programming Principle for a certain class...