• DocumentCode
    825343
  • Title

    Optimality for completely observed controlled jump processes

  • Author

    Rishel, Raymond

  • Author_Institution
    University of Kentucky, Lexington, Kentucky, USA
  • Volume
    22
  • Issue
    6
  • fYear
    1977
  • fDate
    12/1/1977 12:00:00 AM
  • Firstpage
    906
  • Lastpage
    908
  • Abstract
    A very simple derivation of optimality conditions for completely observable controlled jump processes is given.
  • Keywords
    Jump processes; Optimal stochastic control; Stochastic optimal control; Differential equations; Helium; Mathematics; Optimal control; Process control; Random variables; Stability; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1977.1101642
  • Filename
    1101642
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=825343