Continuous-Time Control Processes

Iosif Il’ich Gihman and Anatoliĭ Vladimirovich Skorohod
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Iosif Il’ich Gihman: Academy of Sciences of the Ukranian SSR, Institute of Applied Mathematics and Mechanics
Anatoliĭ Vladimirovich Skorohod: Academy of Sciences of the Ukranian SSR, Institute of Mathematics

Chapter 2 in Controlled Stochastic Processes, 1979, pp 79-115 from Springer

Abstract: Abstract The definition of a controlled object and that of a control (or strategy) for the continuous time case can be directly carried over from the discrete-time case. The latter was given in Section 1 of Chapter 1.

Keywords: Control Process; Probability Space; Joint Distribution; Step Function; Conditional Distribution (search for similar items in EconPapers)
Date: 1979
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DOI: 10.1007/978-1-4612-6202-2_2

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