Title :
Optimality for completely observed controlled jump processes
Author_Institution :
University of Kentucky, Lexington, Kentucky
Abstract :
A very simple derivation of optimality conditions for completely observable controlled jump processes is given.
Keywords :
Board of Directors; Control systems; Dynamic programming; Equations; Optimal control; Process control; Random variables; Stochastic processes;
Conference_Titel :
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location :
New Orleans, LA, USA
DOI :
10.1109/CDC.1977.271559
