Preview
Unable to display preview. Download preview PDF.
References
I.I. Gihman and A.V. Skorohod. Controlled Random Processes. Naukova Dumka, Kiev, 1977 (in Russian).
I.A. Ibragimov. Conditions for smoothing the trajectories of random functions (in Russian). Teoria Veroyatnosti i ee Primenenia, 28(2) (1983)229–250.
I.I. Gihman and A.V. Skorohod. Stochastic Differential Equations and Their Applications. Naukova Dumka, Kiev, 1982 (in Russian).
A.A. Novikov. Martingale equations and inequalities and their applications in nonlinear bounded problems for random processes (in Russian). Matemeticheskie Zametki, 35(3) (1984)455–471.
A.M. Kolodiy. Existence of solutions to the Ito-Volterra integral equations with continuous and locally-integral trajectories (in Russian). Teoria Sluchainih Protsessov, (12) (1984) 32–40.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1986 International Institute for Applied Systems Analysis
About this paper
Cite this paper
Kolodiy, A.M. (1986). On the ɛ-optimal control of a stochastic integral equation with an unknown parameter. In: Arkin, V.I., Shiraev, A., Wets, R. (eds) Stochastic Optimization. Lecture Notes in Control and Information Sciences, vol 81. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007085
Download citation
DOI: https://doi.org/10.1007/BFb0007085
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-16659-7
Online ISBN: 978-3-540-39841-7
eBook Packages: Springer Book Archive