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The limited risk problem in the nonlinear case

  • Stochastic Control
  • Conference paper
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Optimization Techniques

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 22))

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References

  1. V. E. Benes, Existence of Optimal Stochastic Control Laws, SIAM J. Control 8 (1971), 446–472.

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  2. N. Christopeit, A Limited Risk Model in Stochastic Control, Oper. Res. Verfahren 28 (1978), 145–152.

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  3. N. Christopeit, Solution of the Limited Risk Problem without Rank Conditions, Springer Lecture Notes in Control and Information Sciences 16 (1979), 297–302.

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  4. T. Duncan and P. Varaiya, On the Solution of a Stochastic Control System, SIAM J. Control 9 (1971), 354–371.

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  5. U. G. Haussmann, General Necessary Conditions for Optimal Control of Stochastic Systems, Proc. of the 1975 International Symposium on Stochastic Systems, Lexington, Kentucky; Mathematical Programming Studies 5 (1975).

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Authors and Affiliations

  1. Institut für Ökonometrie und Operations Research, University of Bonn, Germany

    N. Christopeit

Authors
  1. N. Christopeit
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Editor information

K. Iracki K. Malanowski S. Walukiewicz

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© 1980 Springer-Verlag

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Christopeit, N. (1980). The limited risk problem in the nonlinear case. In: Iracki, K., Malanowski, K., Walukiewicz, S. (eds) Optimization Techniques. Lecture Notes in Control and Information Sciences, vol 22. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0036388

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  • DOI: https://doi.org/10.1007/BFb0036388

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10080-5

  • Online ISBN: 978-3-540-38248-5

  • eBook Packages: Springer Book Archive

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