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Continuous-Time Control Processes

  • Iosif Il’ich Gihman
  • Anatoliĭ Vladimirovich Skorohod

Abstract

The definition of a controlled object and that of a control (or strategy) for the continuous time case can be directly carried over from the discrete-time case. The latter was given in Section 1 of Chapter 1.

Keywords

Control Process Probability Space Joint Distribution Step Function Conditional Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1979

Authors and Affiliations

  • Iosif Il’ich Gihman
    • 1
  • Anatoliĭ Vladimirovich Skorohod
    • 2
  1. 1.Institute of Applied Mathematics and MechanicsAcademy of Sciences of the Ukranian SSRDonetskUSSR
  2. 2.Institute of MathematicsAcademy of Sciences of the Ukranian SSRKievUSSR

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