zbMATH — the first resource for mathematics

Examples
Geometry Search for the term Geometry in any field. Queries are case-independent.
Funct* Wildcard queries are specified by * (e.g. functions, functorial, etc.). Otherwise the search is exact.
"Topological group" Phrases (multi-words) should be set in "straight quotation marks".
au: Bourbaki & ti: Algebra Search for author and title. The and-operator & is default and can be omitted.
Chebyshev | Tschebyscheff The or-operator | allows to search for Chebyshev or Tschebyscheff.
"Quasi* map*" py: 1989 The resulting documents have publication year 1989.
so: Eur* J* Mat* Soc* cc: 14 Search for publications in a particular source with a Mathematics Subject Classification code (cc) in 14.
"Partial diff* eq*" ! elliptic The not-operator ! eliminates all results containing the word elliptic.
dt: b & au: Hilbert The document type is set to books; alternatively: j for journal articles, a for book articles.
py: 2000-2015 cc: (94A | 11T) Number ranges are accepted. Terms can be grouped within (parentheses).
la: chinese Find documents in a given language. ISO 639-1 language codes can also be used.

Operators
a & b logic and
a | b logic or
!ab logic not
abc* right wildcard
"ab c" phrase
(ab c) parentheses
Fields
any anywhere an internal document identifier
au author, editor ai internal author identifier
ti title la language
so source ab review, abstract
py publication year rv reviewer
cc MSC code ut uncontrolled term
dt document type (j: journal article; b: book; a: book article)
Conjugate convex functions in optimal stochastic control. (English) Zbl 0276.93060

MSC:
93E20Optimal stochastic control (systems)
60H99Stochastic analysis
WorldCat.org
Full Text: DOI
References:
[1] Bismut, J. M.: Analyse convexe et probabilités. Doctoral dissertation (1973)
[2] J. M. Bismut, An existence result in optimal stochastic control, to appear.
[3] M. H. Davis and P. P. Varaiya, Dynamic programming conditions for partially observable systems, to appear. · Zbl 0258.93029
[4] Doob, J. L.: Stochastic processes. (1952)
[5] Gikhman, I. I.; Shorokhod, A. V.: Introduction to the theory of random processes. (1969)
[6] Kushner, H. J.: Stochastic stability and control. (1967) · Zbl 0244.93065
[7] Meyer, P. A.: Probabilités et potentiels. (1966)
[8] Meyer, P. A.: Intégrales stochastiques. Lecture notes in mathematics, no. 39, 72-162 (1967)
[9] Moreau, J. J.: Fonctionnelles convexes. Séminaire d’équations aux dérivés partielles (1966--1967)
[10] Rockafellar, R. T.: Integrals which are convex functionals. Pacific J. Math. 24, 525-539 (1968) · Zbl 0159.43804
[11] Rockafellar, R. T.: Measurable dependence of convex sets and functions on parameters. J. math. Anal. appl. 28, 4-25 (1969) · Zbl 0202.33804
[12] Rockafellar, R. T.: Convex analysis. (1970) · Zbl 0193.18401
[13] Rockafellar, R. T.: Conjugate convex functions in optimal control and the calculus of variations. J. math. Anal. appl. 32, 174-222 (1970) · Zbl 0218.49004