2 results
Existence of optimal nonanticipating controls in piecewise deterministic control problems
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- Journal:
- ESAIM: Control, Optimisation and Calculus of Variations / Volume 19 / Issue 1 / January 2013
- Published online by Cambridge University Press:
- 18 January 2012, pp. 43-62
- Print publication:
- January 2013
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Optimal control of stochastic Ito differential systems by fixed terminal time
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- Journal:
- Advances in Applied Probability / Volume 7 / Issue 1 / March 1975
- Published online by Cambridge University Press:
- 01 July 2016, pp. 154-178
- Print publication:
- March 1975
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