Davis, M. H. A. 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 19 Documents MSC: 93E20 Optimal stochastic control 91A60 Probabilistic games; gambling 60G44 Martingales with continuous parameter 60G35 Signal detection and filtering (aspects of stochastic processes) Keywords:Martingale Methods; Stochastic Control; Optimal Control; Differential Games; Optimal Stopping Citations:Zbl 0401.00023 × Cite Format Result Cite Review PDF