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2 matches found
XII: 20, 180-264, LNM 649 (1978)
BISMUT, Jean-Michel
Contrôle des systèmes linéaires quadratiques~: applications de l'intégrale stochastique (Control theory)
(To be completed) This is a set of lectures in control theory, which makes use of refined techniques in stochastic integration. It should be reviewed in detail
Comment: To be completed
Keywords: Optional stochastic integrals
Nature: Original
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XIII: 44, 495-520, LNM 721 (1979)
BISMUT, Jean-Michel
Problèmes à frontière libre et arbres de mesures (Miscellanea, Markov processes)
An optimization problem is discussed, in which one is free to choose at any time among three different transition semi-groups
Keywords: Control theory
Nature: Original
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