Preview
Unable to display preview. Download preview PDF.
References
V. E. Benes, Existence of Optimal Stochastic Control Laws, SIAM J. Control 8 (1971), 446–472.
N. Christopeit, A Limited Risk Model in Stochastic Control, Oper. Res. Verfahren 28 (1978), 145–152.
N. Christopeit, Solution of the Limited Risk Problem without Rank Conditions, Springer Lecture Notes in Control and Information Sciences 16 (1979), 297–302.
T. Duncan and P. Varaiya, On the Solution of a Stochastic Control System, SIAM J. Control 9 (1971), 354–371.
U. G. Haussmann, General Necessary Conditions for Optimal Control of Stochastic Systems, Proc. of the 1975 International Symposium on Stochastic Systems, Lexington, Kentucky; Mathematical Programming Studies 5 (1975).
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1980 Springer-Verlag
About this paper
Cite this paper
Christopeit, N. (1980). The limited risk problem in the nonlinear case. In: Iracki, K., Malanowski, K., Walukiewicz, S. (eds) Optimization Techniques. Lecture Notes in Control and Information Sciences, vol 22. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0036388
Download citation
DOI: https://doi.org/10.1007/BFb0036388
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-10080-5
Online ISBN: 978-3-540-38248-5
eBook Packages: Springer Book Archive