Hostname: page-component-78c5997874-s2hrs Total loading time: 0 Render date: 2024-11-10T17:17:12.326Z Has data issue: false hasContentIssue false
  • English
  • Français

Optimal stochastic control in terms of martingales

Published online by Cambridge University Press:  01 July 2016

G. Farlay
G. Farlay*
Affiliation:
University of Namur, Belgium
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Fifth Conference on Stochastic Processes and their Applications
Information
Advances in Applied Probability , Volume 8 , Issue 2 , June 1976 , pp. 241
Copyright
Copyright © Applied Probability Trust 1976 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Frid, E. B. (1972) On optimal strategies in control problems with constraints. Theor. Prob. Appl. 17, 188–192.Google Scholar
[2] Neveu, J. (1972) Martingales à Temps Discret. Masson, Paris.Google Scholar