Title :
Optimality for completely observed controlled jump processes
Author_Institution :
University of Kentucky, Lexington, Kentucky, USA
fDate :
12/1/1977 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101642
