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Nisio semi-group associated to the control of Markov processes

  • Part III : Stochastic Control Theory
  • Conference paper
  • First Online:
Book cover Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 43))

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Bibliography

  1. N. EL KAROUI Les aspects probabilistes du contrôle stochastique. Ecole d'été de probabilités de Saint-Flour-1979. Lect. Notes in Math. no 876. Springer

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  2. N. EL KAROUI Optimal of controlled Markov processes. To appear in proceedings of J.P.LEPELTIER the Conference of IFIP-Mexico-1982 B.MARCHAL

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  3. J.P.LEPELTIER Théorie générale du contrôle impulsionnel. Submitted to publication. B.MARCHAL

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  4. M. NISIO On Stochastic Optimal Controls and Envelope of Markovian Semi-groups. Proc. of Intern. Symp. SDE. Kyoto 1976-pp 297–325.

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  5. M.NISIO On non linear semi-groups for Markov processes associated with optimal stopping. Applied Math. and Opt.-4-pp143-169-1978.

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  6. M.ROBIN Contrôle impulsionnel des processus de Markov. Thèse de doctorat-Paris IX-1978.

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Authors and Affiliations

  1. Ecole Normale Supérieure, 5, rue Boucicaut, 92260, Fontenay aux roses

    N. El Karoui

  2. Département de Mathématiques, Université du Mans, Route de Laval, 72017, Le Mans cedex

    J. P. Lepeltier

  3. U.E.R. de Sciences économiques et de Gestion, Université Paris Val de Marne, 58, avenue Didier, 94210, La Varenne Saint-Hilaire

    B. Marchal

Authors
  1. N. El Karoui
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  2. J. P. Lepeltier
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  3. B. Marchal
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Editor information

M. Kohlmann N. Christopeit

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© 1982 Springer-Verlag

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El Karoui, N., Lepeltier, J.P., Marchal, B. (1982). Nisio semi-group associated to the control of Markov processes. In: Kohlmann, M., Christopeit, N. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 43. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0044309

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  • DOI: https://doi.org/10.1007/BFb0044309

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12061-2

  • Online ISBN: 978-3-540-39518-8

  • eBook Packages: Springer Book Archive

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