ON SINGULAR STOCHASTIC-CONTROL PROBLEMS FOR DIFFUSION WITH JUMPS

被引：17

作者：

MENALDI, JL ^{[1
]}

ROBIN, M ^{[1
]}

机构：

[1] INST NATL RECH INFORMAT & AUTOMAT,CTR ROCQUENCOURT,F-78153 LE CHESNAY,FRANCE

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1984年 / 29卷 / 11期

关键词：

D O I：

10.1109/TAC.1984.1103433

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：991 / 1004

页数：14

共 50 条

[1] A CLASS OF SINGULAR STOCHASTIC-CONTROL PROBLEMS
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ADVANCES IN APPLIED PROBABILITY, 1983, 15 (02) : 225 - 254
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[4] SOME SINGULAR PERTURBATION PROBLEMS ARISING IN STOCHASTIC-CONTROL
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[5] SINGULAR PERTURBATION RESULTS FOR A CLASS OF STOCHASTIC-CONTROL PROBLEMS
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[8] STOCHASTIC-CONTROL PROBLEM WITH JUMPS - AN EXISTENCE THEOREM
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