Exit probabilities and optimal stochastic control (Q1254226): Difference between revisions

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-Wendell H. Fleming
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+Wendell H. Fleming
@@ Property / author: Wendell H. Fleming / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Théorie probabiliste du contrôle des diffusions
@@ Property / cites work: Théorie probabiliste du contrôle des diffusions / rank @@
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+Dynamic Programming Conditions for Partially Observable Stochastic Systems
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+The Cauchy problem for a nonlinear first order partial differential equation
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+Stochastic Control for Small Noise Intensities
@@ Property / cites work: Stochastic Control for Small Noise Intensities / rank @@
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@@ Property / cites work @@
+Q4145540
@@ Property / cites work: Q4145540 / rank @@
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@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
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@@ Property / cites work @@
+Q4086524
@@ Property / cites work: Q4086524 / rank @@
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@@ Property / cites work @@
+A new energy characterization of the smallest eigenvalue of the schrödinger equation
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+A minimum principle for the principal eigenvalue for second-order linear elliptic equations with natural boundary conditions
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@@ Property / cites work @@
+The partial differential equation u<sub>t</sub> + uu<sub>x</sub> = μ<sub>xx</sub>
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+Rough Limit Theorems on Large Deviations for Markov Stochastic Processes. I
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+ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
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+Some Problems Concerning Stability under Small Random Perturbations
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@@ links / mardi / name / links / mardi / name @@
+Publication:1254226