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 theoryNature: Original
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XIII: 47, 548-556, LNM 721 (1979)
FUJISAKI, Masatoshi
On the uniqueness of optimal controls (
Miscellanea)
``In section 1 we can give simple criteria for the uniqueness of the optimal controls whose existence is proved by Ikeda-Watanabe in the completely observable case,
Osaka Math. J.,
14, 1977. In section 2 we consider the same problem in the partially observable case.'' (From the author's summary)
Keywords: Control theoryNature: Original Retrieve article from Numdam
XIV: 31, 256-281, LNM 784 (1980)
FUJISAKI, Masatoshi
Contrôle stochastique continu et martingales (
General theory of processes)
To be completed
Keywords: Control theoryNature: Original Retrieve article from Numdam
