On the problem of optimal control for a stochastic linear dynamic system
Komatsu, Takashi
Osaka J. Math., Tome 14 (1977) no. 1, p. 125-137 / Harvested from Project Euclid
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Publié le : 1977-05-15
Classification:  93E20 
@article{1200770212,
     author = {Komatsu, Takashi},
     title = {On the problem of optimal control for a stochastic linear dynamic system},
     journal = {Osaka J. Math.},
     volume = {14},
     number = {1},
     year = {1977},
     pages = { 125-137},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1200770212}
}

Komatsu, Takashi. On the problem of optimal control for a stochastic linear dynamic system. Osaka J. Math., Tome 14 (1977) no. 1, pp.  125-137. http://gdmltest.u-ga.fr/item/1200770212/