Optimal control of random evolutions (Q3927164)

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Optimal control of random evolutions
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    title
    Optimal control of random evolutions (English)
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    author
    Pierre-Louis Lions
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    Alain Bensoussan
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    published in
    Stochastics
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    publication date
    1981
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    Mathematics Subject Classification ID
    93E20
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    60J60
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    60H15
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    zbMATH DE Number
    3741289
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    zbMATH Keywords
    stochastic control of random evolutions
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    diffusion
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    Markov chain
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    martingale problem
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    Bellman equation
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    OpenAlex ID
    W2020701804
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