On extremal solutions to stochastic control problems, II
| Data(s) |
01/07/1993
|
|---|---|
| Resumo |
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed from a convex analytic viewpoint. Various equivalence relations depending on one-dimensional marginals thereof are defined on this set and the corresponding equivalence classes are studied. |
| Formato |
application/pdf |
| Identificador |
http://eprints.iisc.ernet.in/35643/1/Stochastic.pdf Borkar, Vivek S (1993) On extremal solutions to stochastic control problems, II. In: Applied Mathematics and Optimization, 28 (1). pp. 49-56. |
| Publicador |
Springer |
| Relação |
http://www.springerlink.com/content/ll74058303252767/ http://eprints.iisc.ernet.in/35643/ |
| Palavras-Chave | #Electrical Engineering |
| Tipo |
Journal Article PeerReviewed |
