Optimal Discounted Stochastic Control for Diffusion Processes

DOI10.1137/0305032zbMath0178.20003OpenAlexW2018180170MaRDI QIDQ5564829

Harold J. Kushner

Publication date: 1967

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0305032

zbMATH Keywords

probability theory

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