Exit probabilities and optimal stochastic control

DOI10.1007/BF01442148zbMath0398.93068MaRDI QIDQ1254226

Wendell H. Fleming

Publication date: 1978

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

Exit ProbabilitiesMarkov Diffusion ProcessesOptimal Stochastic Control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

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