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)


Rank Condition Stochastic Control Standard Brownian Motion Linear Feedback Control Feasible Control 
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  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

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