Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:03, 5 March 2024
scientific article; zbMATH DE number 3992560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compactification methods in the control of degenerate diffusions: existence of an optimal control |
scientific article; zbMATH DE number 3992560 |
Statements
Compactification methods in the control of degenerate diffusions: existence of an optimal control (English)
0 references
1987
0 references
existence of an optimal control
0 references
weak solution of a stochastic differential equation
0 references
continuity type properties
0 references
strong Markov process
0 references
uniform ellipticity
0 references
diffusions with jumps
0 references
