Advertisement

Solution of the limited risk problem without rank conditions

  • N. Christopeit
Part II: Research Reports
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Keywords

Rank Condition Stochastic Control Standard Brownian Motion Linear Feedback Control Feasible Control 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. [1]
    P. Billingsley, Convergence of Probability Measures, Wiley, New York, 1968.Google Scholar
  2. [2]
    N. Christopeit, A Limited Risk Model in Stochastic Control, Oper. Res. Verfahren XXVIII (1978), 145–152.Google Scholar
  3. [3]
    N. Christopeit, A Stochastic Control Model with Chance Constraints, SIAM J. Control and Optimization 16 (1978), 702–714.Google Scholar

Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • N. Christopeit
    • 1
  1. 1.Institut für Ökonometrie und Operations ResearchUniversity of BonnGermany

Personalised recommendations