Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486)
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scientific article; zbMATH DE number 3992560
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| English | Compactification methods in the control of degenerate diffusions: existence of an optimal control |
scientific article; zbMATH DE number 3992560 |
Statements
Compactification methods in the control of degenerate diffusions: existence of an optimal control (English)
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1987
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existence of an optimal control
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weak solution of a stochastic differential equation
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continuity type properties
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strong Markov process
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uniform ellipticity
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diffusions with jumps
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0.8533598780632019
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0.8486894369125366
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0.8476917147636414
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0.8395827412605286
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