Approximation in optimal control of diffusion processes (Q2722268)

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Approximation in optimal control of diffusion processes
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    title
    Approximation in optimal control of diffusion processes (English)
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    author
    Brahim Mezerdi
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    Seid Bahlali
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    publication date
    11 July 2001
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    Mathematics Subject Classification ID
    60H10
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    93E20
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    60J60
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    zbMATH DE Number
    1617491
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    zbMATH Keywords
    diffusion process
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    optimal control
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    cost function
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    relaxed control problem
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