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On bellman equation for controlled degenerate general stochastic processes

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Stochastic Differential Systems Filtering and Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 25))

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References

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Authors and Affiliations

  1. Vilnius, Institute of Mathematics and Cybernetics of the Academy of Sciences of the Lithuanian SSR, R. Požėlos 54, 620024

    H. Pragarauskas

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  1. H. Pragarauskas
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Bronius Grigelionis

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© 1980 Springer-Verlag

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Pragarauskas, H. (1980). On bellman equation for controlled degenerate general stochastic processes. In: Grigelionis, B. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 25. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0003999

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  • DOI: https://doi.org/10.1007/BFb0003999

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10498-8

  • Online ISBN: 978-3-540-38503-5

  • eBook Packages: Springer Book Archive

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