Stochastic Control for Small Noise Intensities

DOI10.1137/0309035zbMath0218.93024OpenAlexW2066867936MaRDI QIDQ5623583

Wendell H. Fleming

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1137/0309035

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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