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Volumn 80, Issue 2, 1981, Pages 312-332

On the optimal control of stochastic systems with an exponential-of-integral performance index

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, OPTIMAL;

EID: 0019551153     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/0022-247X(81)90109-8     Document Type: Article
Times cited : (48)

References (22)
  • 2
    • 0014580450 scopus 로고
    • Optimal continuous parameter stochastic control
    • (1969) SIAM Review , vol.11 , pp. 470-509
    • Fleming1
  • 3
    • 0012070007 scopus 로고
    • Necessary and sufficient dynamic programming conditions for continuous time stochastic optimal control
    • (1970) SIAM Journal on Control , vol.8 , pp. 559-571
    • Rishel1
  • 19
    • 0001339314 scopus 로고
    • Un cours sur les integrales stochastiques
    • Lecture Notes in Mathematics No. 511, Springer-Verlag, Berlin
    • (1973) Seminaire de Probabilites X , pp. 245-400
    • Meyer1
  • 22
    • 84915606561 scopus 로고
    • Stochastic Optimal Control and Stochastic Differential Games
    • Washington University, St. Louis, Mo
    • (1977) D.Sc. thesis
    • Kumar1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.