Control of diffusion processes in \(\mathbb R^N\)

zbMath0441.49020MaRDI QIDQ1142984

Pierre-Louis Lions

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

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