×

Martingale methods in stochastic control. (English) Zbl 0409.93052

Stochastic control theory and stochastic differential systems, Proc. Workshop, Bad Honnef 1979, Lect. Notes Control Inf. Sci. 16, 85-117 (1979).

MSC:

93E20 Optimal stochastic control
91A60 Probabilistic games; gambling
60G44 Martingales with continuous parameter
60G35 Signal detection and filtering (aspects of stochastic processes)

Citations:

Zbl 0401.00023