Nonstationary control problems for diffusion processes on an infinite time interval (Q1922643)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 922981
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonstationary control problems for diffusion processes on an infinite time interval |
scientific article; zbMATH DE number 922981 |
Statements
Nonstationary control problems for diffusion processes on an infinite time interval (English)
0 references
10 December 1996
0 references
stochastic Ito equation
0 references
optimal control problems
0 references
stochastic differential equations
0 references
0 references
0.9156035
0 references
0.9120129
0 references
0.91177416
0 references
0.91155255
0 references
