• Conference Object  

      Role of measure-valued decompositions in stochastic control 

      Charalambous, Charalambos D.; Hibey, Joseph L. (American Automatic Control Council, 1994)
      Following up the measure-valued decompositions of Kunita [1], and the martingale representation result for L2-processes of Bensoussan [2], we have recently derived in [3], necessary conditions of optimizing nonlinear ...