Optimal control of diffusion processes with reflection

DOI10.1007/BF00936724zbMath0336.93047MaRDI QIDQ1229833

Publication date: 1977

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

Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence theories for optimal control problems involving partial differential equations (49J20) Hamilton-Jacobi theories (49L99)

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