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On the uniqueness of optimal controls

  • Processus De Markov, Etc
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Séminaire de Probabilités XIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 721))

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References

  1. M. FUJISAKI. On stochastic control of a Wiener process. J. Math. Kyoto University. 18–2 (1978) p. 229–238.

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  2. N. IKEDA and S. WATANABE. A comparison theorem for solutions of stochastic differential equations and its applications. Osaka J. Math. 14, 1977, p. 619–633.

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  3. R.S. LIPTZER and A.N. SHIRYAEV. Statistics of stochastic processes. Izd. Nauka, 1975.

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  4. M. YOR. Les filtrations de certaines martingales du mouvement brownien dans ℝn. Dans ce volume.

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Author information

Authors and Affiliations

  1. Kobe University of Commerce, Kobe, Japon

    Masatoshi Fujisaki

Authors
  1. Masatoshi Fujisaki
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C. Dellacherie P. A. Meyer M. Weil

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© 1979 Springer-Verlag

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Fujisaki, M. (1979). On the uniqueness of optimal controls. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XIII. Lecture Notes in Mathematics, vol 721. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0070892

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  • DOI: https://doi.org/10.1007/BFb0070892

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09505-7

  • Online ISBN: 978-3-540-35189-4

  • eBook Packages: Springer Book Archive

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