Optimal Markov strategies for controlled Ito processes (Q751044)

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Optimal Markov strategies for controlled Ito processes
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    title
    Optimal Markov strategies for controlled Ito processes (English)
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    DOI
    10.1007/BF00966076
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    publication date
    1989
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    review text
    See the review in Zbl 0684.60045.
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    zbMATH DE Number
    4176138
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    zbMATH Keywords
    optimal control problem
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    Green measures
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    Markov optimal control
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    author
    H. Pragarauskas
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