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Optimal conditions and sufficient statistics for controlled jump processes

  • Raymond Rishel
Part I: Survey Lectures
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

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References

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    R. Boel and P. Varaiya, "Optimal Control of Jump Processes," SIAM J. Control and Optimization (1977), vol. 15.Google Scholar
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    R.W. Rishel, "Controls Optimal From Time t Onward and Dynamic Programming for Systems of Controlled Jump Processes," in Mathematical Programming study 6, Stochastic Systems, Modelling, Identification and Optimization II, North Holland (1976).Google Scholar
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Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • Raymond Rishel
    • 1
  1. 1.University of KentuckyLexington

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