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On the attainable set of conditional probability measures in stochastic control problems

 

作者: STEPHENH. SAPEBSTONE,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1976）
卷期: Volume 7, issue 2  

页码: 131-135

 

ISSN:0020-7721

 

年代: 1976

 

DOI:10.1080/00207727608941906

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

We considor a (non-linear) stochastic differential equation with control and study tho attainable set V(t/X0) of all conditional probability measures corresponding to tho solution at time t with initial value x0. Some properties of V(t/X0) are established which are analogous to the case for deterministic differential equations with control.

 

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