STOCHASTIC
CALCULUS AND CONTROL 1975-1981
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32.
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R.J.
Elliott. "New directions for dynamical systems", Inaugural
Lecture, University of
Hull Press (1975): 25
pp.
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33.
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R.J.
Elliott. "Double martingales", Zeitschrift für Wahrscheinlichkeitstheorie
43 (1976): 17-28.
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34.
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R.J.
Elliott. "Stochastic integrals for martingales of a jump process
with partially accessible jump times", Zeitschrift für Wahrscheinlichkeitstheorie
36 (1976): 213-226.
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35.
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R.J.
Elliott. "Martingales of a jump process and absolutely continuous
changes of measure", Symposium on Stochastic Systems, University
of Kentucky, (1985).
In Mathematical Programming Study 5, (R. Wets, ed.) North Holland
Publishing Co., Amsterdam
(1976): 39-52.
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36.
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R.J.
Elliott. "A stochastic minimum principle", Bulletin of
the American Mathematical Society 82 (1976): 944-946.
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37.
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R.J.
Elliott. "Levy-functionals and jump process martingales",
Journal of Mathematical Analysis and Applications 57 (1977): 638-652.
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38.
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R.J.
Elliott. "Innovation projections of a jump and process and
local martingales", Proceedings of the Cambridge Philosophical
Society 81 (1977): 77-90.
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39.
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R.J.
Elliott. "Levy systems and absolutely continuous changes of
measure for a jump process", Journal of Mathematical Analysis
and Applications 61 (1977): 785-796.
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40.
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R.J.
Elliott. "The optimal control of a stochastic system",
S.I.A.M. Journal of Control and Optimization 15 (1977): 756-778.
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41.
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R.J.
Elliott and M.H.A. Davis. "Optimal control of a jump process",
Zeitschrift für Wahrscheinlichkeitstheorie 40 (1977): 183-202.
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42.
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R.J.
Elliott. "Martingales and optimal control", Proceedings
of the 2nd Kingston Conference on Control Theory. In "Differential
Games and Control Theory II" (E.O. Roxin, P-T. Liu and R. Sternberg,
eds.) Marcel Dekker, New
York (1977): 137-146.
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43.
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R.J.
Elliott. "The existence of optimal controls and saddle points
in stochastic differential games", Workshop on Differential
Games, Enschede, (1977). Lecture Notes in Control and Information
Sciences Springer-Verlag 3 (1977): 136-142.
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44.
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R.J.
Elliott. "The optimal control of a semimartingale", Third
Kingston Conference on Differential Games and Control Theory, Marcel
Dekker, New York,
(1979): 51-65.
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45.
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A.
Al-Hussaini and R.J. Elliott. "Weak martingales associated
with a two parameter jump process", Lecture Notes in Control
and Information Sciences Springer-Verlag 16 (1979): 142-155.
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46.
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R.J.
Elliott. "The martingale calculus and applications", Lecture
Notes in Control and Information Sciences, Springer-Verlag. 16 (1979):
252-263.
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47.
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R.J.
Elliott and P.P. Varaiya. "A sufficient condition for the optimal
control of a partially observed stochastic system", Analysis
and Optimization of Stochastic Systems (O.L.R. Jacobs, ed.) Academic
Press, New York, London,
Toronto (1980): 11-20.
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48.
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R.J.
Elliott and M. Kohlmann. "The variational principle and stochastic
optimal control", Stochastics 3 (1980): 229-241.
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49.
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R.J.
Elliott and M.H.A. Davis. "Optimal play in a stochastic differential
game" S.I.A.M. Journal of Control and Optimization 19 (1981):
543-554.
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| Stochastic
Calculus and Applications 1981-1985
|