CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS (Q3705335)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS |
scientific article |
Statements
CONTROLLED DIFFUSION PROCESSES WITE SUCCESSIVE REWARDS (English)
0 references
1985
0 references
control of diffusions
0 references
non-stationary rewards
0 references
optional control
0 references
Bellman semi-groups
0 references
optional value functions
0 references
