Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486): Difference between revisions

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Latest revision as of 17:52, 17 June 2024

scientific article; zbMATH DE number 3992560
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English
Compactification methods in the control of degenerate diffusions: existence of an optimal control
scientific article; zbMATH DE number 3992560

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    Compactification methods in the control of degenerate diffusions: existence of an optimal control (English)
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    1987
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    existence of an optimal control
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    weak solution of a stochastic differential equation
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    continuity type properties
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    strong Markov process
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    uniform ellipticity
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    diffusions with jumps
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