Continuous-Time Control Processes

  • Iosif Il’ich Gihman
  • Anatoliĭ Vladimirovich Skorohod


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.


Control Process Probability Space Joint Distribution Step Function Conditional Distribution 
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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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