Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486): Difference between revisions
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Revision as of 22:03, 19 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)
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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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