The probabilistic structure of controlled diffusion processes

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Publication:1097860


DOI10.1007/BF00047113zbMath0635.93079MaRDI QIDQ1097860

Vivek S. Borkar

Publication date: 1988

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)


49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

60J60: Diffusion processes

60B99: Probability theory on algebraic and topological structures

49J55: Existence of optimal solutions to problems involving randomness


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