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On the ɛ-optimal control of a stochastic integral equation with an unknown parameter

  • Section I Controlled Stochastic Processes
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Stochastic Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 81))

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References

  1. I.I. Gihman and A.V. Skorohod. Controlled Random Processes. Naukova Dumka, Kiev, 1977 (in Russian).

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  3. I.I. Gihman and A.V. Skorohod. Stochastic Differential Equations and Their Applications. Naukova Dumka, Kiev, 1982 (in Russian).

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  5. A.M. Kolodiy. Existence of solutions to the Ito-Volterra integral equations with continuous and locally-integral trajectories (in Russian). Teoria Sluchainih Protsessov, (12) (1984) 32–40.

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Vadim I. Arkin A. Shiraev R. Wets

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© 1986 International Institute for Applied Systems Analysis

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Kolodiy, A.M. (1986). On the ɛ-optimal control of a stochastic integral equation with an unknown parameter. In: Arkin, V.I., Shiraev, A., Wets, R. (eds) Stochastic Optimization. Lecture Notes in Control and Information Sciences, vol 81. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007085

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  • DOI: https://doi.org/10.1007/BFb0007085

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16659-7

  • Online ISBN: 978-3-540-39841-7

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