Skip to main content

On the semigroup theory of stochastic control

  • Conference paper
  • First Online:
Stochastic Differential Systems Filtering and Control

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

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Adams, R. A., Sobolev spaces, New York, San Francisco, London 1975.

    Google Scholar 

  2. Dynkin, E. B., Markov processes, Berlin, Heidelberg, 1965.

    Google Scholar 

  3. Fleming, W. H. and Richel, R. W., Deterministic and Stochastic Control, New York, Heidelberg, Berlin, 1975.

    Google Scholar 

  4. Kato, T., Perturbation theory for linear operator, Berlin, Heidelberg, New York, 1966.

    Google Scholar 

  5. Krylov, N. V., Controlled processes of diffusion type, Moscow, 1977 (Russian).

    Google Scholar 

  6. Pragarauskas, H., On the optimal control of discontinuous random processes (Russian), Trudi Skoli-seminara po Teorii Sluchaynih Processov, Vilnius, 1975.

    Google Scholar 

  7. Vermes, D. A., A necessary and sufficient condition of optimality for Markovian control problem, Acta. Sci. Math. 34 (1973), 401–413.

    Google Scholar 

  8. Vermes, D., Extremality properties of the optimal strategy in Markovian control problems. To appear in "Analysis and Optimization of Stochastic Systems", London, 1979.

    Google Scholar 

Download references

Authors

Editor information

Bronius Grigelionis

Rights and permissions

Reprints and permissions

Copyright information

© 1980 Springer-Verlag

About this paper

Cite this paper

Vermes, D. (1980). On the semigroup theory of stochastic control. 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/BFb0004001

Download citation

  • DOI: https://doi.org/10.1007/BFb0004001

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10498-8

  • Online ISBN: 978-3-540-38503-5

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics